Battery replacement is (one of these:CR-2032,CR-2016 OR CR-2025 batteries) found at most big box stores. Use a coin to open the remote from the bottom of it. Please see owners manual (link below) If you do get a new key fob remote. You will have to get it programmed by a GM dealership. Battery size is not specified in the Owners manual, you must open the remote to determine which battery to get.
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Battery Replacement
Under normal use, the battery in your remote keyless
entry transmitter should last about three years.
You can tell the battery is weak if the transmitter will not
work at the normal range in any location. If you have
to get close to your vehicle before the transmitter works,
it is probably time to change the battery.
Notice: When replacing the battery, use care not to
touch any of the circuitry. Static from your body
transferred to these surfaces may damage the
transmitter.
1. Insert a flat object, such as a coin, into the slot on
the side of the transmitter and twist it to separate
the halves.
2. Gently pry the battery out of the transmitter. Do not
use the metal flanges to pop out the battery.
3. Replace the battery.
4. Reassemble the transmitter. Make sure the halves
are snapped together tightly so water will not get in.
5. Press and hold the lock and unlock buttons
for seven seconds to synchronize the transmitter.
6. Check the transmitter operation.
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Source: Page 93 of owners manual. Section 2 - 7
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Here is a link to your owners manual.
http://www.saturn.com/assets/en/pdf/owners/manuals/2005/442_2k05relay.pdf