there is a drain plug in the transmission pan and then you have to take the pan off to get to the filter. There are about 6 or 8 bolts that you'll need to remove to get the pan off. This is the messiest part because theres usually some leftover fluid in the pan (even if you've drained it). The filter is then visible and just pulls out of place. Replace the filter and pan gasket, then bolt the pan up (to the correct torque so that you don't bend the pan causing a leak). If the fluid hasn't been changed in awhile (or ever) its probably a good idea to do the torque converter since thats where most of the fluid is. You'll get 2-3 quarts out of the transmission pan and 4-5 out of the TC.

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Daily Driver: 02 E430 4MATIC
In the family: '03 E500 // '04 ML500 // 64 220SE