SS -
The pollen filter on all E36 BMW's is located in the side of the heater box, behind the centre of the dash. You access it by removing the lower dash panel on the drivers side (a few screws and it slots in around the pedals - you'll see behind the heater box in the centre of the car there's a heater duct for the drivers footwell. You have to unclip this duct by pulling off a couple of plastic clips with pliers. When you've moved this duct, you'll see a sort of round handle (like an extension piece) connected to a plastic cover. You twist this anti-clockwise (as I remember) about 1/2 turn and this little access door comes off. Behind this is the pollen filter which slides out. It's hared to describe, but the filter won't fit in straight and has to be bent forwards and out in a z shape. The filter itself has breakable plastic tabs that you snap to allow the new filter to bend to fit. If you buy a filter from Mann, they have good instruction leaflet.
HTH.
