Missing Fuel Filter ??

Well, here we go, another glitch in living solo! I went to the auto store, bought an oil filter, oil, air cleaner, etc. getting ready to give "Elvis", my Silverado, a spring tune-up. My Dad said to always keep the fuel filter clean for good performance, which I have done in the past. So, I asked the guy about a fuel filter for my 2005 Silverado, as there wasn't one listed in my owners manual. He said sure there is one, and I said throw one in the box and that's all I need.
So, I get home, and empty the box he made up and there is this HUGE filter, almost the size of the oil filter and it is the fuel filter. Well, ones I have had in the past would fit in the palm of your hand, so what the heck is this monster??? I sat down and read the manual again, and there is no mention of this monster, or the tiny one I thought I was buying. So, I am on a mission today, to find out where my truck cleans the fuel. Gotta keep "Elvis" happy!