You open up the power steering reservoir, inside, center is a post that has, I believe a 10mm nut. You undo that nut and will allow you to extract the filter.
The filters are often neglected and car actually make a difference how it works.
This would also be a good time to replace you PS fluid. Now .... should you use PS fluid or ATF? Well now .... there are several threads on this site about this. Some say simple ATF is fine, others say ONLY PS fluid.
I use PS fluid, MBZ's when I can.
'03 E320 Wagon-Sold
'95 E320 Wagon-Went to Ex
'93 190E 2.6-Wrecked
'91 300E-Went to Ex
'65 911 Coupe (#302580)