How do you get the battery compartment open?

When you first buy it, place you finger nail between the tab and screw hole at the bottom and pull up. After installing batteries and replacing the cover, installed the small set screw with the small Phillips screwdriver that comes with it. If the screw is already there, then take the screw out first and pry cover off as stated above.

To get the battery compartment open, carefully bend both ends simultaneously.

Carefully. You have to, basically, bend both ends at the same time.