I know this is an old thread, but I just did the battery replacement and had a few photos and comments to share. Here are some photos of my key fob and the battery replacement. I ordered the new battery from Mouser Electronics.

Part info:
658-VL2020-1VC
VL2020-1VC
Panasonic Coin Cell Battery
3V 20mAH 2 PIN VERT

The metal contact blades of the battery did not match the BMW stock key fob exactly, so I had to modify the leads slightly. I scored the blades with an exact knife and put a little solder and flux on them. Using some thin stiff wire, I soldered new leads onto the batteries + and - blades. The new leads were then bent with needle nose pliers to fit through the circuit board, and then soldered to the board. See the detail in the second photo.

Then I trimmed the original blades to fit inside the key fob. Finally, I glued the key fob back together and then followed instructions from this forum on reprogramming the key fob to the X5.

The battery was $4.72 from Mouser.com. BTW the photo on mouser.com of the battery was incorrect. The blade leads did not match the photo. Either way I think you'll have to modify the leads a little to fit the battery in perfectly.

Attached Images