The oil filter in your car's engine filters some of the dirt and particles out of the oil in order to keep it a bit cleaner so that it is better able to lubricate your engine. Some people like to run their oil (especially synthetic) for extended intervals before they change it, but find that while their oil is still good, the oil filter is not up to the task. There are sometimes different oil filters available that are able to hold more dirt, but in some cases you are stuck with the stock filter. If this is the case, or if you want to use a specific filter, it is possible to change the oil filter without changing the oil.
Before you start ensure that you have the proper filter for your vehicle, a pan to catch any oil that leaks out, and some fresh oil to top up the system. Depending on the vehicle this process may result in quite a bit of spilled oil or only a few drops, but normally you should expect to lose around half a quart.