In my RS21KDMS the filter is located inside the fridge compartment, in the upper left, innermost corner of it. Looks sort of like a cylinder(I haven't had to change it yet, knock wood). Doesn't your manual mention this? If you don't have a manual it should be possible to get it from the net, at least it was for my RS21 model. Good luck.
Torbjörn, July 2007