On this link, go to Tribute:
http://www.drivetrain.com/mazdatruck_dt.htm
You will find the filter is internal and requires disassembly. Don't bother changing it. However, I would recomend changing all of the fluid. Use Dexron III not a synthetic.
Fortunately there is a drain plug. Then I remove a cooler line and pump out a measured amount of fluid and then fill with the same amount. Do this until all the fluid is clean looking.