As in, how to do it?

Stick a drain pan under the clear plastic drain tube that's just above the
front axle.  Flip the yellow lever on the fuel filter canister (driver's
side engine, down low, and close to the firewall), and using a 1-1/8" socket
on the molded hex of the black canister cap, unscrew the cap. The fuel in
the bowl will drain out the tube, and probably miss the drain pan (usually
happens).  The filter will come out attached to the cap.

Spray out the inside of the canister with some brake cleaner (washing any
crud out the drain).  While that's evaporating, remove the old filter from
the cap and discard.  Remove the O-ring around the cap, and discard that,
too.  Lube the new O-ring (included with the new filter) with a little
diesel from the drain pan (or the puddle on the ground next to the drain
pan), put it on the cap, snap the new filter onto the cap (hole faces away
from the cap), and put it back in the canister.  Screw the cap back on until
there's no gap between the cap and the canister.  Don't over-tighten, it
could crack.  Flip the yellow drain lever closed.  THIS IS VERY IMPORTANT!!!

Stick the key in the ingnition, and 'bump' it to start.  This means turn it
to start for an instant, then let go (the engine won't start).  This will
run the fuel pump for about 30 seconds.  Once you hear the pump stop (it's
in the tank, but you should still be able to hear it), bump it again.  This
should purge all the air out of the canister.  Start the truck, and let it
idle for 30 seconds or so, to work out the last of the trapped air (you may
hear the engine stumble - it may even stall.  If so, just re-start it.
It'll be fine).

That's about it...  be sure to use a Fleetguard fuel filter, available from
any Cummins dealer, your Dodge dealer, or Geno's Garage
(http://www.genosgarage.com) - probably cheapest from Geno's.