If it's like my E320, the filter is immediately forward of the rear axle. There's a platic cover with four screws that needs to be removed to reveal the fuel pump and filter.

First find what part number you presently have on the filter in your car, then order that number. I had to deal with a return because the wrong filter was listed in the catalog.

As far as the skipping problem goes... see if you can read the codes using on-board diagnostics. Sometimes there are error codes without the check engine light ever coming on. This may give a clue to the problem.

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95 E320 Cabriolet, 169K