You need a 6mm hex key. Get a empty 3 liter soft drin bottle and cut the top off to have something to drain it in. Get underneath your truck, with the engine off. With one hand, hold the container under the drain plug. With the other hand, reaching from the top of the HFCM, unscrew the plug using the hex key. It is slow going. If you do it that way it will keep diesel fuel from running down your arm. Let it drain for 25 seconds then put the plug back in. You don't have to tighten it too much, just real snug. Let us know how it goes.
Check your Owners Guide Diesel Supplement. The procedure is in there with a diagram, etc.
You said fuel filter. As in singular (one). It has two. One on the engine and one on the frame under the drivers door. That is where the fuel/water separator is located. Did you change both. Like kw5413 asks, "how many miles on your truck"? Fuel filters should be changed at 15,000 for normal service.
when you buy a fuel filter from ford you get both and a set of instuctions on how to do the change...they provide that because some people where putting the fuel filter where the oil filter goes ,that what the parts person told me....so if you got the filters from ford you should of been provided the install instructions and change them both out every 15000
no, it should come on when you first start up for a few seconds. That is the computer going through tests. If it is off when the engine is running after that, it should be ok! It is only if the water in fuel light comes on and stays on. Sounds like you did ok.