I doubt the fuel filter is the cause of your bad gas mileage since most have a bypass. I'm not sure the maintenance of the filter is covered in the manual. But even if your car is a 2002 (last model year), it's not a bad idea to change the fuel filter after all these years. It's easy to do and very cheap maintenance.
The first question is are there any "check engine" lights on? If so, get it scanned to see the codes. If not, read through this post:
http://www.automotiveforums.com/vbul....php?t=1010810. It ended up being a sticking caliper.
good Luck