The back, tail cap, should be unscrewed from the maglite to replace the batteries. It can be pretty hard to open as they are generally not opened very often and there's a rubber seal to keep it water-proof. You could try using a pliers or vice but be careful not to squeeze it out of shape.
There's also a possibility that if the batteries are in it a long time that they have leaked and the leaked chemicals have sealed it. If this is the case you may be able to get the maglite replaced depending on what brand of batteries were in it. Maglite have an agreement with the makers of Duracell, Ever-Ready and Ray-O-Vac to replace the Maglite if one of their batteries leak in it.
Details are on the bottom of page at
http://www.maglite.com/faq_details.asp?faqProd=C
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