...and a couple of other reasons to change it:
I read here that one fanatic had a no-start issue because of an original fuel filter not being changed up to 130K miles.
Also, when I did mine after an indefinite period of time (got the car as third owner), I got an extra 1.5 mpgs., so even if you pay someone to do it, you get a pretty short payback time.
If you don't know when it was done, start logging your mpg/mph data, change the filter, and compare the difference...bet you'll find a noticeable one.
Jfoj, I'm not sure about the 30K mile interval though...I'm thinking it's an Inspection II item, which I believe means 60K miles.
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Mangofy your E46!