In case you hadn't noticed from product photos and the like, the PSPgo lacks a user removable battery. Meaning, it can't be replaced unless the unit is sent back to Sony, or you are a daring soul that doesn't mind voiding the warranty.
The long and short of it is that this design decision was made solely in prevention of piracy. While Sony seemingly did a sound enough job of blocking the infamous Pandora battery hack on PSP-3000 units, it wanted to take things a step further with the PSPgo. SCEA marketing man John Koller explains:[blockquote2]You won't be able to rip your games and play them on the system, the firmware precludes that, Koller explained. There's no external battery, so there's a number of protections put into place on the system.[/blockquote2]Considering the situation at hand, we can understand the motivation behind this decision, but all things considered, this is stepping into the territory of punishing legit end-users for the nefarious actions of pirates.
Why You Can't Remove the Battery From the PSP Go [PSInsider]