To be certain, you should:
* Consult your owner's manual: This is the most reliable source for the exact location and replacement instructions.
* Use a repair manual: A Haynes or Chilton manual will have detailed diagrams and instructions.
* Search online for a diagram specific to your engine: A Google image search for "2002 Chevy Blazer ZR2 fuel filter location [your engine size]" might yield helpful pictures.
Because accessing the fuel filter often involves working near fuel lines, exercise caution and be aware of fire hazards. If you're not comfortable performing this task yourself, it's best to take your Blazer to a qualified mechanic.