I pulled the 3-piece cabin air filter in 3/06 and have never regretted not installing another. That thing has to be the single most idiotic piece of automotive design ever foisted on the driving public. Cadillac or not, the entire idea and arrangement is stupid.
Get a fluorescent drop light and snake yourself into the driver's side floor, lying on your left shoulder. Up in/at the front of the hump, just inboard of the gas pedal, you'll see an amber colored nylon snap door with finger tab, about 1.5" x 4". Pull the finger tab and the door will pop, held by a retainer tab at the top. (If you feel the need, now remove the gas pedal.) Look into the cavity carefully: You will now cut a piece of tape, flip up a plastic tab on the bottom third of the filter, and (hopefully) slide the piece out toward you. The second part of the filter should (?) drop down into the newly vacant channel, and you repeat the tab pull drill. Now, if all the planets are correctly aligned, the third part of the filter will (?) drop down and you do the do again. NOW vacuum out the cavity - careful, there are a/c evaporator fins and coils in there - disassemble your new (why ?) filter, spray the tracks with dry silicone and reverse the entire process, but now you also have to figure out how to hold the pieces up in the cavity while you slide the new pieces together. When you finally give up in disgust, either pay the dealer to replace the filter, or leave it out - you'll never know the difference UNLESS you park under trees all the time.