On my 55 plate, it was behind the centre console. You need to remove the fuse board out the way, then if you put your hand behind the console, you will find a slender rectangle box behiond the centre between the footwells. You need to undo the three bolts on these, then I believe its a slide and pull action to release it. pull out the old filter, and replace, installation is a reverse.
I would recommend that you disconnect the battery before disconnecting the fuse board, as it will stop alsorts of haywire errors!
Just confirm though, is it a MK1.5 or MK2 CMAX?