pull off the passenger side engine cover (just pops off) and u will see a metal canister looking thing towards the front of the motor with a big nut on top.(19or 20mm some where around there) un screw it and its in there. its one of the different style oil filters
i take mine in for its log book sevices ie 3000, 15000, 30000 but i change the oil and filter every 5000 in between. nothing wrong with changing your own oil.
the dealership even told me that it would be possible to just to change the filter in between services. because you can take out the filter without draining the oil