Locate the water filter on your particular refrigerator. On some models it will be inside the unit, and on others it will be in the compartment at the rear of the unit.
Unplug the refrigerator and pull it away from the wall so you can access the rear compartment, if the filter is not inside the fridge. Remove the screws holding the access panel in place and remove the panel. The filter is in the cylindrical plastic housing. If the filter is inside the fridge, its location may vary from model to model, but it will likely be at the rear of the inside.
Loosen the housing by placing a wrench at the end connectors and turning them counterclockwise.
Remove the damaged housing from the refrigerator.
Fit a new housing in the old one's place and tighten the ends with your wrench.
Plug the refrigerator back in and move it to the wall.