I'm not sure where the fuse is for the pump (never had a reason to look it up in my Chilton'* and then find it on the car). I know for a fact, though, that the filter is on the passenger side, below the rear door. The filter on my 99 got clogged and it gave me all kinds of grief (lack of power, check engine light, missing, etc.). Once I changed the filter all my problems vanished! A new filter is good cheap insurance anyway.
Change the filter and see what kind of pressure you're getting at the fuel rail. Also, when you turn the key on do you hear the pump initializing?