I'm not too uppety-up on diesels but I have changed a few. My description is pretty basic.
BEFORE doing anything, make sure you have at least a quart (or more) of FRESH CLEAN diesel in separate container.
Locating the filter is usually in site when opening hood and fairly easy to get to. The ones I've done, look simular to a spin on oil filter. Usually there is a valve on the bottom to drain fuel and/or water out out of the filter.
First, drain fuel out of filter,may need a hose and a catch pan so is not to make too much of a mess.
Second, spin old filter off.
Third, take your fresh clean diesel and pour it in the new filter up to being full but not running over, make sure you wet the o-ring with clean diesel also.
Fourth, spin new filter in place.
Fifth, turn ignition key to on for at least 10 seconds or more, NOT starting the engine. You should hear a pulsing sound, that's the pump priming the new filter, can't have any trapped air in system. If there is too much trapped air the engined will not start or stay running. This has worked for me quite a few times but if you want more information go to http://www.ford-trucks.com/forums/index.php
and put your question in the search box in the forums section. Hope this helps.