It's a CR2032 battery you need. They are Panasonic brand in Aldi, if I remember right.
It is tricky opening up the keyfob at first. Here's a link to a good guide I wish I'd seen before I struggled with my own keyfob for the first time: http://www.riskin.org/vwkey/
I had problems with a new Ford for a couple of years ago and discovered the battery was a rechargeable one, charged from the ignition. It appears there was a widespread problem with them not charging.