You probably have to unmount the fuel rail to get to it. Pull the small vacuum hose off the FPR. If it's anything like the e36 6cyl engines, there's a circular clamp around its perimeter that has to be removed. This clamp houses a thrust washer that compresses the FPR against the opening on the fuel rail when the clamp is tightened. Just loosen the clamp and you'll see what I mean. Get a rag to cover & catch any fuel spill, and pull the FPR straight out. It might be a little hard to pull, since the o-ring inside maintains a tight seal.
If yours looks nothing like what I just described, then ignore this post