Has anyone done this procedure before? I found the filter at O'Reilly's but now I was wondering if anyone had step-by-step instructions.

 

Are you referring to oil or air filter? How do you know it needs replacement?
Air filter is on the right (passanger) side of the engine compartment, under the plastic cowling in black box.
Oil filter is above the front skid plate in the front left (driver) bottom corner of your engine.