I'm of the opinion that unless it is truly a coarse, metal screen it should be changed at least once (to get break-in material and however many miles have been put on since then).
BMW calls their filters "screens", all of the dealer techs say "there is no filter, only a screen", but pop the bottom off of most ZF automatics and there you find a media-based filter that every enthusiast clearly knows about. Just because it's called a "screen" in a parts list, or by a dealer tech, doesn't mean that's all it is. Look for experience with your individual unit, or ask to see a "screen" at a parts counter.
Now, temper this advice against the level of difficulty of the job on your particular car. If valve bodies start coming loose as part of the job take this into consideration. If it's 20 pan bolts and 3 filter bolts and you're handy at all it isn't that big a deal.
I'd also beware of the unconditional advice to install a Magnefine. I think per-unit research is required before doing this. For instance, the ZF AS440Z in the BMW E39 540 flows WAY too much fluid through the cooler loop (particularly in P, even just at idle) to successfully insert a fine filter in-line without damaging something. If I simply installed one because "BITOG says it's a good idea" I would likely have grenaded something - the Magnefine or the transmission.
