I use Castrol Transmax Z. It costs a small fortune but the gear box seems to run really well on it.
Its fully synthetic too.
As far as I recall you need to change gear box oil every 50,000-70,000 KMs. I might be off though, in the manual it doesnt really say.
I will change it prolly every 30,000-40,000 kms.
As far as the oil change goes, get a mechanic to do it... you need to know a fair bit.
The original filter can be cleaned with a grease remover and karcher.