Holy searchable thread batman!!
It's only posted up in here like a million times!!
O.k, I'll be nice.
Get on your back and look under your driver door and you'll see the filter attached to the inner side of the frame rail. You can't miss it, it's either black or silver and has 3 hoses running from it.
As for the replacement procedures. Click SEARCH. There's actually a few active threads about this right now.
Found a pic of mine off photobucket....