Before I start, this is an optional feature for 2001 and 2002 Silverados only. If your vehicle is not one of those, then what follows is likely not very useful for you.
This procedure is fairly simple, but it has been asked on the forums a few times and I hope to document the procedure clearly here. The filters I used were the Wix 24805. They come in a two-pack for about 15 dollars at the local parts store or on Amazon.
This is probably good annual maintenance. Tools required are 7mm deep well socket (or a standard socket with a really short extension), 5mm socket, and of course a socket wrench.
It has been suggested to turn the vent position to blow towards the feet before starting this procedure.
1) Remove the shroud from under the passenger's side of the dash.
This requires the removal of 3 screws 7mm head. I recommend removing the screw over the transmission hump first and working towards the outside of the truck. It is the screw over the transmission hump that requires a deep well or extension. It is well recessed.
The third of these screws is visible in the photo of the shroud. shroud.jpg
2) Remove the air filter cover.
This is the long thin cover shown in the below photo. It is held on with just one 5mm screw. cover.jpg
3) Remove the first air filter.
With the cover removed, the first air filter should be quite obvious. Pull it straight down. both.jpg
4) Remove the second air filter.
This second air filter is harder to see. It is towards the fore end of the vehicle. Reach back and slide it aft until it resides where the first filter was and then pull straight down. If the filter has not been changed recently, expect debris to fall now. one.jpg
4b) Turn on the vehicle with the fan on high.
This step is optional. It will blow much of the now free debris out. Hopefully the vents were set to the floor before you did this to minimize vacuuming. neither.jpg
5) Install the first filter.
Push the filter straight up the hole and slide it back into position. one.jpg
6) Install the second filter.
Push the second filter straight up into the hole. both.jpg
7) Reinstall the cover.
Hook the cover in the front and rock it up into place. Secure with the one 5mm bolt. cover.jpg
8) Reinstall the shroud.
Push the shroud back into place. Begin from the outside and work in this time. Put in only the first two screws. shroud.jpg
9) Discard the third screw.
It may seem worthwhile to install all of the factory screws into all of the factory holes. It is not.