I think you are referring to the cabin filter. If so, there are two inside the passenger side, which require removing the glove box.
http://autorepair.about.com/library/a/1g/bl038g.htm
Also, follow the glove box removal. Make sure to use something that will not scratch the panels, such as putting cloth over a screwdriver, etc.
One air filter in the engine bay on the passenger side (6th gen).