If you search the archives you will find a lot of posts about this.
In a nutshell, There are 3 types of batteries depending on your mother board. A Ni-Cad soldered onto the board near the keyboard plug, a lithium coin size battery that can be replaced by sliding it in, and some have a Dallas real time clock chip (IC).
The Nicad is about 1/2 inch in diameter, 5/8 long with 3 ribs and is in a heat shrink tubing (I have seen blue, green, and brown). I purchase these in a electronics store for about 10 dollars.
Be prepared to re-enter all your CMOS settings.