Old Filter.

1 Disconnect the battery clean up around the filter with a rag and put some sort of container underneath to any catch diesel that drains out.
2 Slacken the bleed screw half a turn at the top, undo the drain on the bottom of the filter and drain the filter, unscrew it and discard, you can see this in the image of the old filter after it had been removed from the car, below

Fit new filter.

1 Wet the seal on the new filter with some clean diesel screw on the new filter hand tight.
2 Bleed the system, slacken the bleed screw half a turn (if not already so) and use the hand priming lever on the fuel pump until fuel comes through without any air bubbles. Tighten bleed screw.
3 Reconnect the battery.
4 Start engine and check for leaks.