I spoke to a Sears auto tech about how they changed batteries without losing memory in the car. He said if the cigarette lighter worked with the ignition off, they plugged an adaptor with a small battery into the lighter socket.
If the ignition has to be on for the lighter to work they then use the procedure of clamping a 12 volt portable car starter to the battery cables and then very carefully rmoving each cable. They try to insulate these "hot" cables from touching the car by using towels or whatever is nearby for insulation. If the whole thing looks a little touchy then they use two people....one person being used to hold the cables and one to remove and install the battery.
So, no special rocket science here...just common sense and BEING CAREFUL.
Mark L.

 

becareful when leaving wires or cables hot (powered) around metal funny things tend to happen like you bump the car and the + cable contact the metal fender then your seeing sparks like the 4th of july. and possible electronic damage can appear. the item you are talking about is sold on ebay or is some cases local autostores may be even sears , it takes a 9v batt plugs in to cig. lighter or 12v power port now.
normally sells for $5-10
i think radio shack has them alsoor at least you can make one from the parts there

 

We had earlier discussed that $5 part, but on a MB the ignition has to be on for it to work. The 9 volt would be drained in a few minutes....therefore the search for another means.