Where is this filter located. If it is between the tank and the pump (on the block), it is not pressurized. If its between the in tank pump, and the engine block, it is pressurized.
If its pressurized, there is a schrader valve (like a bike tire) on the fuel rail on the top of the motor you can press to release the pressure. Eitehr that, or loosen the lines very slowly.
Really, even if its pressurized, just be careful. Not that big of a deal. and Please, use at least good open end wrenches, no crescent/adjustable wrenches. In a situation like this, you shoudl really be using proper "line wrenches", as many of these fittings are very soft.
Have a cup to catch some of the gas from teh line, as well as the new filter to put in immediately. Make SURE to put the filter in with the flow direction the right way.