Fuel filter is the black canister thing on the passenger side of the firewall near the battery. Should have one pipe running straight into the bottom, and another pipe bent at 90° coming out of the top...
Honestly though, I dunno if the fuel smell is EXACTLY that, but if you haven't changed your filter recently, and there's residue around the piping on the top, I don't think it could hurt (They're damn cheap, 20 minutes to swap out, and it improves milage...)
Though, it's a bitch to do it right...