I took a look this weekend at changing the air filter.
Initially thought it was gonna be straight forward as I expected it to be near the front of the engine bay but it appears more involved than I'd hoped.
I think it's the screwed down box located up and underneath the leading edge of the windscreen, almost dead center, but you'll have to remove the cross brace, sound deadening and brake fluid reservoir to get to it.
I'm regathering my confidence before attempting this again.
I think you said you had a 2.0 HDi Diesel on another thread, and if so the engine should be something like the one in this picture. The air filter can be found in the black box to the front right, just in front of the battery. It's a relatively simple job to undo the 4 screws holding the lid to be able to lift the air filter out. I replaced my stock filter with a K&N a short while ago.