Ok...
In my XG30 2001,, I did the same thing....
But..... not like most of the cars,,, there are 2 filters..
one is just like the engine oil filter and the other is like the regular transmession filter...
my service man adviced me to change the one like the engine filter, because as he said the other one you need to open the Transmession at a very proffesional dealer and will cost you a lot and will take a very long time...
I did that...
and my car now is 250 000 KM and the engine and the transmession is in very great condition.
hope for you to benifit from my experience....
Thanks