If you feel comfortable raising your car and getting under it to do the work, go for it. Otherwise, have a mechanic do it. It's not as simple as a lot of other cars where the fuel filter is in the engine compartment.
<span style='color:green'>1994 325i </span>- - - 75,000 mi.
No mods - - - very happy as is!
<span style='color:green'>1995 525i </span>- - - 154,000 mi.
No squeaks or rattles... unreal!