VIDEOClick to see full answer. Besides, how often should I change my furnace oil filter?A good rule of thumb is that you should change your oil tank filter annually. You can change it more often than that if you begin to notice it’s functioning less efficiently or seems to be acting up in any way. Certainly, we wouldn’t recommend changing it any less than once a year.One may also ask, how do you change an oil burner? How to Replace an Oil Furnace Burner Step 1 – Turn Off the Fuel Supply. Step 2 – Disconnect Fuel Piping and Oil Line. Step 3 – Remove Wires. Step 4 – Remove the Burner. Step 5 – Remove and Replace Mounting Gasket. Step 6 – Replace the Burner. Step 7 – Cleaning. Step 8 – Reconnect Fuel Piping and Oil Line. Besides, where is the filter on an oil furnace? The location of your furnace filter is typically located somewhere close to where the fan is located. This applies to all different types of heating furnaces, including gas furnaces, oil furnaces, electric furnaces, as well as air conditioners.How does an oil burner nozzle work?Oil burner nozzles have the job of spraying heating oil into the combustion chamber in a spray pattern of the right size and shape to properly fit the equipment and to assure a fine spray that in turn assures as complete combustion of the heating oil as possible.