Every time my owners manual says to change it. Changing it more frequently isn't a bad thing.

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2000 XLT 4WD 4.0L OHV, 5 spd, Alabama Cylinder heads, Delta Cams Valve Train and Pushrods, JBA Headers, KKM Cone Air Cleaner, BBK Throttle body, Dynomax Cat-Back exhaust, Summit Racing drilled front rotors w/ EBC pads, Cobra rear disk brake conversion w/ Hawk pads, 8.8" 4.10 Traction-Lok