Just go to a drug store or anywhere that sells batteries.
Its the same battery that goes inside a dreamcast and sega caturn. Take it with you to make sure you get the correct model, but its a standard camera / small electronics battery used in alot of stuff.
I dont know if the UK has something similar to Wal-Mart or RadioShack, but they carry them.
(They cost about 2 or 3 bucks in the US for a pack of two, so they are pretty cheap. Shipping woulc cost more than the batteries if you buy them online)