You WON'T find the passenger compartment air filter unless you have a repair manual or someone tells you where it is, and it's a pain in the rear to change.
When you open the hood look at where you can see the screen between the passenger side strut tower and the windshield, it's under all of that.
Here is a link to a
"how-to-page" at Impala Headquarters.com, with lots of important pictures showing the steps along the way, there is a link to the second page of this online tutorial at the bottom of the first page. There is tons of other stuff pertinant to the millenium edition Impala's, and
If your car is like my 2000 Impala you "might" have noticed a water puddle on the passenger side floor if you (1) parked facing uphill in the rain, and (2) the passenger compartment air filter housing is not properly sealed. OR the condensation drain for the air conditioning has dirt and leaves plugging it.
I have also recently lost use of my drivers side front window, the power window motor works just fine BUT, the window channel that it rides in has rusted completely off at the front where the channel meets the support brace and it has jumped track three times since I bought the car. I finally disconnected the window switch to temporarily solve the problem of the window jumping track, and having to remove the door panel (this is covered at the Impala HQ site too (go figure)) to pop the window back in track.
After you look at that tutorial, I would suggest looking around at the "How-To" link at the left on thier site to see some other stuff pertinant to your generation Impala.
Another place I frequent for the Impala, is NAIOA the North American Impala Owners Association forums.
Click Here for NAIOA forums. I go by the username M&M CUSTOM there also, look for my posts on the door problem in the "problems with my car!" forum.
Even though the car has problems, I still like it a lot though.