Step 1: Parts:
You will need:
A Monkey (http://www.thinkgeek.com/geektoys/warfare/8f00/)
Some wire (this depends on how long you want to make the leads. I made each one about a foot, but do whatever you want)
2 Nails or probes
Diagonal Cutters or Wire Strippers
Solder Sucker or Solder Wick
Sandpaper (if you are using nails)
Step 2: Making the First Incision
This is the same as the first step of the instructable I mentioned earlier. Turn the monkey on its belly, and (after a good anesthetic) cut all of the white threads down where the spine would be. After that, simply pull out the white plastic box.
Step 3: Looking Inside
Open up the casing by pushing on the four tabs on the outside of the circle and pulling off the lid. There should be a battery holder molded into the plastic, a speaker in the lid, and a small piece of PCB.
Step 4: Turning It Into a Continuity Tester
Carefully de-solder the spring and casing around it using the solder sucker. After that, simply de-solder one of the leads to the battery and solder one of your wires to the lead and one to the battery. Test it by touching the ends of your wires together. If it makes a monkey noise, you did it right. When you are done debugging, tape up the solder joints.
Edit: Soldering the points where the spring and housing were attached together improves the reliability somewhat by making the capacitor charge faster. It is not necessary, but helps a bit.
Step 5: Closing the Case
After finishing the electrical part, simply cut a small slit in the side of the casing, put the wires through it, and close it up (note that the plastic is designed so that only one orientation works. make sure the halves are lined up correctly before snapping it closed).
Step 6: Finishing Up
Sand down the nails so that there is no coating left on them, and solder them to the ends of the wires to make real probes (or, if you actually went out and got real probes, solder them onto the ends of the wires). After that, tape up the solder joint and you're done!