Many people were annoyed with Sony when they discovered that the PSP Go battery is an internal power source and not user replaceable, but they have software pirates to thanks for this.
Sony have built the PSP Go with an internal battery to prevent pirates using equipment such as the Pandora's Battery to play downloaded games. This has not gone down well with gamers as batteries to have a finite lifespan and when the PSP Go batteru dies you really have just 2 options. You could buy a whole new PSP Go which would suck, or send it off to Sony and that will cost you both time and money.
Despite this internal battery its likely that someone out there is going to be able to hack the new games machine and post it up on the internet for everyone to see. So really the Sony PSP Go's internal battery is a futile attempt to block the pirates.
PSP Go Internal battery, PSP Go Built in Battery, PSP Go hacking