Okay, I'm not sure about you, but these are the steps on my G&P AimPoint Comp M2.
First, verify that you actually have an M2 Version. It should look like this:
If you do, coolsies. Proceed to the next step. If not, then sorry. You might have to fiddle around with it a bit, or continue Googling.
So, if you have a standard Comp M2, then you need to unscrew the windage and elevation dials, so that it looks like this:
Next, unscrew the front compartment on the brightness adjustment dial. It should be attached to both zeroing caps by either a string or a rubber/silicone/whatever plate, and should have an o-ring between it and the body. Once you've unscrewed that, congratulations! It should look like this:
And you've just completed your battery exchange. The batteries mine takes are 'hearing aid batteries', but yours may differ. Here are mine, for reference:
Hope that helped! If it didn't, maybe post some pics and we can all see what we can do.