How do you change a fuel filter for your oil furnace?
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If you didn't keep the owner's manual (or if you inherited the heater without one), you can easily download one on the internet, which will show you exactly how to do it.
Simply Google the make and model number of the heater and use the key words "manual".
If you don't know this info, call the 800 number for the manufacturer and ask them to provide it for you.
It would be virtually impossible to give directions here without knowing any of this information since there are literally hundreds of heaters out there.
Hope this helps.
Good advice from fiddledd.
I watched a furnace guy do it once and did it myself after that.