Thank you all for your help. This forum rocks!!
Anyway, I did it last night. Due to the fact that I couldn't get the filter off when I initially attempted to do it, I ended up being forced to drive the car back home (I was away from home when I did it) for about 60 miles. When I got home, I saw your replies and then I followed your instructions and changed the filter. The old filter was completely clean, not even a single piece of dirt in it. I was wondering, did I put all the dirt washed out into the filter by the diesel purge back into the injectors when I drove the car home? Or were my injectors so clean that the diesel purge didn't clean out any dirt into the filter? I don't really understand how the filteration systems works, so bear with me if that was a silly question :p Thanks again.