Place a cotton rag or hand towel over the nut above the shower head. This will prevent tools from marring the surface of the shower arm.
Place an adjustable wrench or pliers over the cloth where the nut is located. Turn the nut counterclockwise until the shower arm pulls free from the connection in the wall.
Align the input side of a carbon shower filter into the hole in the wall where the shower arm was located. Turn the filter clockwise by hand until tight.
Place the shower arm into the output side of the filter and turn the nut on the arm clockwise, by hand, until tight. Place the cloth or rag over the nut and finish tightening the nut with a wrench or pliers.
Turn on the shower and allow the water to flow for at least 30 seconds. The water may come out black for a few seconds. This is because the carbon dust inside the filter is purging. The water should clear up within a few seconds.