The filter is at the rear of the engine, you need to remove the skid plate and you will see it.
I love doing my own oil on my cars, however I've only done the h2 myself one time as Its really a pain to remove the skid and then you will need to deflect the draining oil with a piece of cardboard or something as the flow will put oil everywhere on the undercarriage protection.
JiffyLube is my friend for the H2 as they do all the oil (Mobile1 synth) new filter, AND they do all the grease fittings for the whole vehicle for less than I would pay for a case of oil and filter on my own.
