GRIMJIM,
When I got your response, I got a little ticked, not at you but at a company that would not include proper instructions (or any instructions for that matter). So, I did a web search and came up with a Technical Service toll free # to call (800-444-4774). You call the # and then listen to the options. In my case it was option # 2 (which specifically mentions Peltor products). In any case, I asked the person, who answered the phone, about where the batteries go. I was told that 2 batteires go under each foam cover. The foam covers are designed to be removed, though the rep. did not tell me specifically how to do it.
The rep also told me that the only other way to install a battery into some of their models (ie, like the kind I have) is to remove the rectangular shaped cover, as I stated in my message above.
You may want to call them to ask more specific questions. I just called and spoke to the rep., even though it is after 5PM EST (in MA). I don't know how much longer they'll be open today.