It's pretty easy to do. First you twist her head and pull it off ( sounds creepy, lol) and under her head where her neck is there are 2 screws. Just unscrew them and the batteries are underneath. They are button type batteries. Then just replace, screw cover on and replace head.
I've done it before, but it was quite awhile ago. I took the head off and got it back on with no problems, as I remember. However, the battery case was so rusted inside that it didn't work with a new battery, either. Hopefully yours isn't rusted!
ItÂ´s "Palabrita" actually, I have lived in Spain all my life so thatÂ´s why I know hehehee
By the way, if anyoneÂ´s interested in G2 ponies in their packages there is a shop here in Spain that still sells one or two of them (yeah, a veeery veeery old fashioned shop!). Everything on the package is in Spanish of course (yay Mi PequeÃ±o Pony!!!)