This tutorial explains how to change the air cabin filter - dust pollen filter on a Peugeot 405
It is not necessary to have any special tool, in fact, with just a screwdriver this maintain operation could be done. This car maintain operation is really easy and cheap, the filter does not cost more than 15 euros.
This filter could be shopped in nearly ever car part shop. I recommend to do this car maintain operation each 15000 kilometers or at least once a year. If I were you I would do it at the beginning of the spring, in order to have our filter in the best condition.
I hope you will find this tutorial useful! Do it and enjoy your Peugeot 405!