I did mine a few years ago. This is what I recall:
The fuel filter is located in front of the left rear wheel. Remove the access panel and you will find the fuel filter. There are 4 hoses which connect to the fuel filter.
The filter is expensive since it also functions as a pressure regulator.
The hoses which connect to the fuel filter use crimp on hose clamps (I recommend replacing them with screw type clamps). Remove the hose clamps noting which hose goes to which port.
Remove the old fuel filter. Connect the hoses (to the proper ports) to the new fuel filter and tighten the hose clamps. Secure the new fuel filter in place and replace the access panel.
Note that when you remove the fuel hoses gas will spill out. I use a pan under the fuel filter to catch the spilt gas.
1998 Mercedes E320, 200K Miles
2001 Acura 3.2TL, 178K Miles
1992 Chevy Astro, 205K Miles