Just replaced the fuel filter on my 2001 Ford Focus SE, as many people have posted questions on this subject, I thought I'd share my experience, Like others I wasn't sure where it was located, well on my model it is found on the underside of the vehicle to the rear, in front of the fuel tank, in a narrow channel above a sheilded pipe, (see
formatting link
for goodillustration).
It is well worth changing this filter even if it not the primary cause of your problem.