Search on the forum for "Haldex oil change" & you'll find some pictures on here somewhere. Basically if you get the car up on ramps/stands you'll find the Haledx unit just in front of the rear diff, roughly in line with the leading edge of the rear trailing arms.
The filter is on the off-side of the unit if I remember rightly. You can buy the oil & filter on Ebay for about £35 and the filter removal tool for about £30. You'll need a 5mm hex driver to remove the plug and drain the old oil, and a mastick type gun to inject the new oil. It's a bit of a messy job but is quick & easy to do.