Here is a link to an article by Sjors on how to change a battery on a G-Shock. The steps shown here is more detail as compared to the ones I have posted. Also there is a link to a video by Sjors. For those who do not know Sjors, he is one of if not the biggest collector of G-Shock in the world. You can read about him and his G-Shocks here:
Thank you Sjors for the brilliant article and video.