Assuming you're talking about a detachable shower head filter, the process is actually quite simple. All you need is a pair of pliers.
First, locate the shower head filter. It will be attached to the shower head itself, usually via a metal or plastic ring.
Once you've located the filter, use the pliers to grip the ring and twist it counter-clockwise. The filter should come right off. If it's being stubborn, you may need to use a bit of force.
And that's it! Just remember to twist the ring back on clockwise when you're done.