Locate your air-intake. Often, air-intakes with filters are located in the ceiling, but they can also be at floor level. It is likely that an intake at floor level will need more frequent filter changes than one at ceiling level, particularly in houses with pets.
Remove the grate covering the air filter. The metal grate covering the air filter will have either small screws that can be twisted by hand or slide tabs to open it.
Remove the old air filter carefully. You don't want to reintroduce the trapped dust into your air conditioning unit.
Insert the new air filter. Make sure to place the filter correctly. Filters have an arrow or other indication of air flow on them. On ceiling units, insertion of the new filter may be easier if the system is running, as a small vacuum will be created and hold the filter in place.
Clean the grate. Wipe off any dust on it prior to reinstalling it. Place the grate back up and lock the levers or screws in place to hold it securely.