I think it is attached to the engine. (Just kidding)
If you search the forum you will find pictures and instructions on how to get it off. I don't know exactly what threads they are on, but their have definitely been discussions about the oil filter location and how to remove it.
Open the hood and look down. The oil filter is located on the front of the engine between the block and radiator. Very easy to change except for it does let a little oil drip on the frame beneath. This could have used a little better engineering.