1987 Ford Mustang Fuel Filter

I have a rebuilt 1987 Ford Mustang and I need to change the fuel filter. Last year, my car started to act funny in when you turned the ignition over, you could hear the fuel pump turn on but then you could still hear it running. Like it was still trying to build pressure in the lines. Is this my fuel filter clogged or is it something else? I talked to a couple of mechanics around here and they told me if I change my filter the pump would build the pressure and go back to normal. Please help!