On the passenger side, underside of the car, approx front of the door there is a metal panel to unscrew. It will expose the fuel filter, which is held on merely by a couple of clamps, generally. The new filter should come with the proper clamps as well. Easy job, 5 minutes, but you will get fuel on your hands, so rubber gloves would be a good idea...
According to the 1997 Mercury Cougar Owner Guide : ( Motorcraft FG-881 fuel filter ) for the 4.6 litre V8 and the 3.8 litre V6
Fuel Filter under PASSENGER SIDE between front and rear wheel.
right frame rail near fuel tank.
The primary cause for jerking on a 99 Mercury Cougar is the engine not getting enough fuel. This can be a sign of a clogged fuel filter, bad fuel pump, or clogged fuel injectors.
twist and pull
The fuel filter on this car in under the passengers side of the car along the frame rail.
The fuel pump on a mercury cougar is in the fuel tank. You are going to have to remove the fuel tank, take the lock ring off of the tank, and then pull the pump assembly out.
Trace the fuel lind from the tank to the engine and the filter can be changed with special tools from the parts store.
Fuel pressure regulator.
You must remove the fuel tank in order to access the fuel pump.
you need a fuel line disconnect tool and then you just remove the lines and push them onto the new filter. The filter is under the passenger side of the car, near the door, mounted inside a bracket
under the vehicle along the passenger side frame rail