How do you change my e320 fuel filter?

You dont mention the year of your vehicle. I will explain the procedure for a W210 chassis.

The fuel filter is adjacent to the fuel pump located on the drives side in front of the rear axle. There is a plastic cover held with (3) 10mm nuts that must be removed to access these parts. See the related link below for a step by step explanation with pictures on how to change the fuel filter.