Close the valve on the sprinkler water line to shut off the water supply to the sprinkler.
Lift the sprinkler head out of the center of the sprinkler assembly. This is only done if the sprinkler is a "pop up" sprinkler head.
Turn the sprinkler head counterclockwise to remove it.
Remove the old filter from the sprinkler assembly by sliding it out.
Fit a new filter, one compatible with your sprinkler system, in the assembly.
Fit a new sprinkler head, compatible with your assembly, over the filter and turn it clockwise to screw it in.