Is there such a thing? I never heard of it...is it that micro filter thing I read on the sticker when I bought the car??

Yes there is, on my 98 Primera (P11) it is hidden behind the glovebox.
Remove glovebox (6 screws + striker plate for glovebox lock), in front of you will be black plenum chamber for ventilation system. Remove access panel (1 screw) and slid out ventilation filter.

Am I supposed to replace it or clean it? also how much is that part? Thanks

ok this was kinda hard work it took me 15 minutes to get the glove box assebly out...and then I was looking at a big black box with three screw in plain site and two big screw/bolt in the back hold the box also....now which screw is it? on the right there is also a white cylinderecal thing with something like a fan attached to it....Where is the filter??? Ok I tried taking out the three screws and the rear larger screw/nuts and I got it 1 inch open and saw some foam things sticking up and down....is this the filter?? if so I can't get the whole bottom plastic box out. It is a big piece and in the back it seems to be connected to another pipe leading into the firewall.

On the black plenum chamber is an access panel, about 6 - 9 inches long and 1 inch wide. It is held with one screw at one end, and clips into the chamber the other end. Remove and the filter just slides out. You can not clean the filter, it just like a big air filter, just replace it. Last one I bought was about £15 I think

Is this access panel grey in color??? I can see something running vertically...right up the middle of the black box...is this it??? and also is your the US P11?? or a Euro P11??? just wondering if which hand driven car we are talking about.

OR...... for a cheaper way.....

Turn on the AC full blast with cold and head/foot setting. Turn it to circulate outside air (picture with the arrow circulating inside the car only should have a light.... the light should be off :) )
Then get a big @$$ can of lysol antibacterial.....

Spray the vents by the windshield wipers (outside of car) - it should suck in the Lysol and your car should start smelling like lysol. I usually use a full can. Works wonders for sinuses.....

-Phil