Here is the filter you need:
Whirlpool 4396701 Refrigerator Water Filters and KitchenAid 4396702 Water Filter Cartridge
There's only one filter in the refrigerator in the grill like you described.
Here are instructions for changing the filter:
Twist the old filter a quarter-turn counterclockwise
Pull the filter straight out (don't worry, the water will shut off automatically)
Remove the reusable color-keyed knob from the end
Discard the old filter
Slide the knob onto the end of the new filter
Push the new filter into the fridge until it stops
Twist the filter a quarter-turn clockwise
Reset your "change filter" light (if your fridge has one)
Thank you,
WaterFilters.NET