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The filter I got didn't have one. No biggie though. But the main thing is that it was really simple. Next step if to find a pan with a drain or just make one. I like to at least change the fluid once in a while without the mess and hassle of the pan being dropped.
If you don't want to pay a hundred bucks for a new pan with a plug, I highly recommend the autozone orange tube siphon pump. It sucked out over 4 quarts in about 30 seconds. No spill, no mess whatsoever. Cost 12 bucks.