I contacted M-Audio directly last year when mine died. I talked with technical support and explained that I wished to do the job myself. I explained that I routinely build circuits and that it wouldn't be a problem. I bought two batteries from them for less than what it would cost to send it in and have them replace one. (Quicker too) If I remember correctly they charged me approximately $35 a piece. Plus shipping.
The job isn't too bad if you're used to working inside small electronic devices.
The things I remember about the job are (in no particular order of importance):
The outer case has no hardware. It's snapped together. It takes some patience and the used of a small micro flat head screwdriver to pry the case apart.
I started at the output side and worked my way around. Expect to leave some minor dings around the edge. (The M-audio guys said this was likely even when they do it.)
Follow the guide mentioned previously and you should be fine provided you're comfortable soldering mini electronics.
Steve