I would just snip the wires so they have long leads remaining and solder in lead type. I would not attempt to solder batteries with no leads on them, they can explode form the heat and the battery itself acts as a head sink. Not sure where you saw that price, but one quick search brings up:

http://www.ebay.com/itm/SAFT-LS14250-TAB-1-2AA-Battery-Tab-3-6V-1200mAh-Lithium-replaces-Maxell-and-more-/391184102763