I've quoted MIKEPHOTOS here but haven't actually tried this myself, sounds right though:
It's located under the front passenger side, behind 2 shields, a metal (alum) one and then a black plastic piece. You will need a special tool to remove one of the fuel lines (the single side one). I first tried to remove that line with the little plastic tools they sell but I had a tough time with them and broke 'em. I then purchased the metal tool and it was a snap. No tools need for the 2 line side of the filter, just unclip the red fasteners, lift them up and then push on the clip. It will not come out completely but push enough so they are as far as they'll go. Do same for both and the lines will pull off the filter. Do reverse for installation.
Ah, forgot to add don't forget eye protection and do this after the engine cools (you'll be working near exhaust parts which get very hot. Also, be sure to release fuel pressure. I did so by removing the fuel pump fuse under the hood and starting/running the engine until it dies. I also removed the fuel cap and left it off but not sure if that does anything to reduce pressure.
I replaced my filter at 55,000.
Mike