Paul,
I change my fuel filter every 18 to 24 months. Most CEGers changed it more often. I have read on some car forums that older models should get the fuel filters changed yearly because of the sediment (and rust) which might form in the tank. If the filter gets clogged up, it would put a strain on the fuel pump (not a good thing). As for the rust on the outside, if you feel uncomfortable about it, change it (only about $10 and we have a nice "how to" for you to follow).
http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=v6maint&Number=958655&page=0&view=collapsed&sb=5&o=186&fpart=1
