Install dry and prime with hand pump on top of filter housing. Check the owners manual it tells you how to do it. You could also search the DIY section. There is a nice writeup with pictures.
Filling the filter first risks getting dirty fuel past the filter.
IF you fill it first, make sure that ALL of the new (unfiltered) oil enters the filter through the small holes in the perimeter of the plastic part.... do not pour any down the center through the rubber seal.
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