When you open it, you will see the board that the lights are soldered to, the battery terminals, and the on/off switch.
Remove all the battery terminals and unscrew the on off switch. The hole will be big and all these get in the way.
*IMPORTANT - Keep in mind which wire leads to positive and which one leads to negative as you will be removing the on/off switch as well later on and you want to make sure when you wire it all back up again, you have the right polarity. I marked the negative wire with a black marker so I would remember.
If your unsure, just install the batteries all the way around and look at the two closest to the switch. one wire will lead to the negative end of a battery, and the other will lead to a positive.
This unit is wired in series and if you do the math is running at around 6 volts.