I had exactly the same problem with my alarm on an 1997 Golf which had an alarm key fob that appeared to be completely sealed all the way round.
I called Scorpion about this and they assured me that there should be an opening on the key fob. I then took a screwdriver and pressed it firmy into the seam at the top of the fob when the name Scorpion appears.
Surprisingly, the key fob just popped open to revealing a slight indent which had previously been hidden where the plastic appeared to be sealed.
The battery model is GP23A which looks like a small AAA battery and I am informed that it is commonly available in motoring stores.
Golf Owner
January 2011