Which filter do you have? Manufacturer and model. You can see my filter hanging on the wall here:
The water comes in on the right through a prefilter to remove the sediment.
The next step is one to the left and is a 10 micron carbon block.
The next step is one to the left and is a 5 micron carbon block.
From there, it goes up to the horizontal (white enclosure) RO membrane.
Out of this membrane, it splits.
One side goes to the white tank which is a bladder (storage tank) for the sink drinking water faucet (one of those small ones).
The other RO output goes to the DI cartridge in the lower left.
From there to a bucket as 0 TDS water.
The RO membrane most likely does not need to be changed.
The DI resin may or may not need to be changed. (The color changing type will help alert you that it is being used up, but the best bet is to have a TDS meter of some sort.)
The prefilters (sediment and carbon) might be all you need to change and are fairly cheap and should be changed on some regular basis to keep up the filters efficiency (think air filter on a car).