Yes, you should be able to find the battery in most electronics stores like Radioshack. The other brand for the batter is CR-2032 3v Lithium Battery Cell, so keep that in mind. Should sell for around
$2-3 USD.
Also, if you have a spare Dreamcast VMU lying around, open it up and take one of the two batteries to use for your Saturn, it's the same type of battery.