Fuel filter can be seen under the car 3/4 way back just infront of fuel tank it will be a metal canister with a ring/clip holding it onto the car. I got mine done for me and it was hell's own job finding the right filter. The only filter listed on every site was too large but he did find one which would fit and that was done around 20000 miles ago. So sorry I can't tell you how hard it was or not but it cost me a tenner so i'm happy.
There is a cartridge filter under the bonnet under the water header tank takes about 2 minutes to change just make sure the bowl is full of diesel by using the bladder above the water tank to prime the filter.
I am inexperienced when it comes to working on cars but have managed this year to change plugs oil and air filters but am a bit worried about how hard it is to change the fuel filter, also concerned that i wont get the car started after doing it, for instance what can go wrong, I have a 2.0s 1998 petrol which is not fuel injected and would really appreciate step by step advice on this one, Im not even sure if im actually looking at the fuel filter under the car about midway from the engine bang in the middle of the car, all advice appreciated