This service measure is undertaken at the same time as changing the oil itself. Details on changing the oil can be found here.  Alternatively, a video of the whole procedure may be of use.

In order to do this, you will need a 27mm socket, a replacement oil filter and something to catch the old oil in.

Start by removing the existing filter with a 27mm socket. Ensure that you have a tray under the car to catch the oil.

Remove the old filter from the housing you have just removed. Replace with a new one.

Remove the rubber seal which sits at the top end of the thread. Replace with a new one supplied with the filter. Smear a little bit of oil over this so that it will create a good seal.

Rub a little bit of oil on the thread of the housing before you refit it. Tighten to 25Nm.

Clean up any excess oil, warm the car up and check the oil level as per the car's manual, and top up the oil accordingly.