Replace an oil furnace filter by unscrewing and removing the filter housing, taking out the old filter and installing a new one of the same size and type. If the furnace is equipped with a permanent filter, clean it according to the manufacturer's recommendations before reinstalling it.
Before accessing the filter, close the oil shutoff valve between the filter and the fuel tank. Once the filter has been replaced or cleaned, replace the filter gaskets with new ones. Return the housing cover and screw it on, then open the oil shutoff valve.
On furnaces equipped with a pump strainer, clean the strainer when servicing the oil filter. Unbolt the cover of the pump housing where the oil line enters the burner, and remove the gasket and the strainer. Clean the strainer with kerosene and a soft toothbrush, and inspect it to make sure it's not torn or bent. A damaged strainer should be replaced. Set the strainer back in place, replace the old gasket with a new one, and bolt the cover back on.
The oil filter should be cleaned or replaced at the beginning of winter and midway through the season. A dirty or malfunctioning filter can cause inefficient performance of a furnace, and a professional is not required to clean or replace a bad filter.