To see a picture of a battery compartment cover removal hole, go to http://www.sentrysafe.com/customerCare/safeMovies.aspx#elwk. Scroll down the page to "Electronic Lock Tutorial." Play any of the three videos, depending on your computer plug-ins. Pause the video at 35 seconds. You will see the hole just under the keypad and to the right of the keyhole. This video will not show battery removal.
Insert a jeweler's screwdriver or a paperclip into the hole and slide the panel to the right. The battery or batteries will be visible inside.
If it is a 9-volt battery, the wires will be attached with clips similar to clothing snaps. Be careful not to break the wires when disconnecting the snaps. There may also be AA or AAA batteries in a plastic packet that can be removed. This may also have wires, so be careful not to break them.
When connecting the snaps to a 9-volt battery, be sure to observe polarity. The snaps will only fit one way. Also observe polarity with any other type of battery. Use alkaline or lithium batteries for a longer time before the next change.
If your safe does not have a sliding panel, look all around the keypad for a battery compartment. Try lightly tapping with the handle of a screwdriver, listening for a hollow sound. Look for ridges that may serve as finger grips to remove or slide a panel aside, and also look for clips like those found on TV remote controls. The batteries are there, you just need patience in finding them.