Just received mines not long ago. One thing worth mentioning, DO NOT REMOVE THE VERY TOP OF THE PEN. It holds the light bulbs for the laser and flashlight and if you mess with that and it falls out, it's a real pain to put it back because the buttons that are used to activate the laser and flashlight are actually extensions of the actual button and they are loose. The top of the pen is rather easy to remove and doesn't require unscrewing, and that made it easy to pop it open and drop the button extensions. It took me about half an hr to put it back together so it'll stay together. If you want to know how to replace the batteries, unscrew the upper half of the pen (the top half that includes the clip) and the batteries should just fall out. I don't know what's the deal with intogamers pen but mine still works if you pop out the batteries and put them back. Just make sure you got the polarity right, of course.
-Hubert