A round, chrome cylinder on the fuel rail about halfway back on the right side of the engine. If you plan to replace it, just know that they rarely go bad and you have to remove the whole fuelrail to get it off. Symptoms of a bad fuel pressure regulator are usually of getting TOO MUCH fuel in the combustion chamber. If youre not getting enough, its more than likely in the following order;
fuel filter,fuel pump,fuel injectors,PCM
this might also help a little bit as well, just make sure you READ IT, don't SKIM IT.
http://ww2.justanswer.com/uploads/kennyz1963/2009-09-12_010346_Intake.pdf