I don't know if it will hurt the engine or not, but why risk it? It's relatively easy to do and the filter isn't unreasonably expensive. Seems silly to go to the trouble of changing the oil, but not put a new filter in. I agree with RJ in that you can probably stretch out the change to 5,000 and just change the filter at the same time.

__________________
Keep everything as simple as possible-but no simpler--Albert Einstein