your CMOS battery is given a 10 year life span. If you start losing BIOS settings then its time to change. Usually you never have to worry about it because most people dont own a motherboard for that long. Sometimes. like in Teacher_Doug's case it goes before its time but that doesnt happen too much.
were i am working right now, we have hundereds of systems coming in.... and the older ones, P1's i would say alot less that 1% of them have bad Batterys...
That is a problem that only comes up maybe every 2-3 weeks.
So the battery is something you dont really need to worry about at all. So like rlemieux said, not till you start losing BIOS settings, no need to change it.