So where is this thing located? I have no idea and I have a filter sitting here just waiting to do it's job

 

If you' re referring to the microfilter, it is located somewhere behind the glove box compartment. I understand it's a bear to access, though. At your 25k mile service, your filter should be replaced free of charge.

 

Because Motor City MINI is not capable of handling a car in a timely fashion, I am forced to do it myself. They gave me the stuff, I just don't know where it is.

 

up behind the glove box. lie on your back with your head beneath the glove box, you should be able to see it. depending on where you live you will want to change it more often than is reccommended. every 5000-8000 miles if you live in an urban area; the filter gives you a read on how much junk is in the air...