Need new battery. How do I do that?

It is likely that the battery is depleted sufficiently that the sound feature can't work. Take it to a local jeweler for battery replacement service.

https://www.fixya.com/support/r27181038-changing_watch_batteries

..

http://world.casio.com/wat/download/en/manual/

Hello,
You need to open the watch and cortocircuit 2 points into the watch machine.

TicTacArea.com is Officla Casio Dealer
Casio Watches

here is a video that will show you enjoy

Ebay is a great place for special watch bands. this one is $30:
http://www.ebay.com/itm/CASIO-SEA-PATHFINDER-WATCH-BAND-BLACK-SPF-40-/330812864375?pt=LH_DefaultDomain_0&hash=item4d05fbb777

You can also go to the source, Casio, and purchase a new band:
http://www.casio.com/support/buyparts/

THE LINK BELOW WILL GIVE YOU SOME IDEA WHAT YOU NEED TO DO
http://www.youtube.com/watch?v=ogCz2vjUKVg

If this is the SPS-201 the band is attached so a surfer/sportsman will not have it come off easily. there are stainless steel clasps around the pins and you may have to pry the clasps off and replace the pins which probably can be found at kmart cheap. Bought this watch from thrift for $4 dead. Took battery out checked at .5 volts enough to charge on mini charger. After a short charge replaced and so far it operates fine. Suspect that if discharged too far, from perhaps placing in a drawarer for a while the watch solar charger has trouble detecting + and - poles and charge from my mini charger is just enough to get it going again. I have done this with other batteries. I will have to replace the band retaing pins but that is just about it. Good luck. Suggest when taking apart draw on paper the orientation of band parts and back and tape parts to a piece of paper so as not to lose before reassembly.

If it has "AC" written on the module you may need to short between the AC point and + battery. Also check voltage of battery. It may just be too flat.

Hi I am a watchmaker and this is a common problem that i have found a lot of times. The watch needs to be opened up and shorted out. With a pair of thweezers touch the AC & the - and this should solve your problem.

jjjjj