Hi, an oil filter is roughly the size of a large cup, it is normally white and located at the botton of the engine, near to the oil sump.
Oil filters screw on, you can buy an oil filter removal tool (about £5 from halfords).
The trouble with oil filters is that when you unscrew them, all the oil comes out the engine.
Normally there is a "sump plug" to drain the oil first.
It's a messy job and you REALLY need to get it right so i'd strongly advise getting it done at a garage.
Hope this helps,
Simon.
Friendly Simon., March 2008