Very easy to do and yes, you need a special tool to undo the coupler that holds the filter in the fuel line. This tool is available for sale (~$5.00) at any auto parts store and is probably available as a loaner from most. Ask a store employee.
It is recommended that you release the pressure in the line before starting the project. I didn't on mine and only got a trickle of gas when disconnecting the line. Whatever you do, be careful around raw gas.
The filter is located directly under the drivers seat on the frame. You'll insert the tool onto the line and separate the fuel filter from the line on both sides of the filter. Then twist the filter out of its bracket. Insert the new filter in place and snap the fuel lines back on. Make sure you have the directional arrow pointing the correct way.
I've been wanting to change my fuel filter soon...but was concerned about how much pressure there was in the line...so how do you relieve the pressure in the fuel line before changing the filter? My 2000 EB has almost 60K on it...I would prefer to change the filter myself.