Yep--change it. Mine was at zero at something like 8K miles. It won't stop running but the Fuel Filter Gauge is IMO accurate and intelligent (unlike the fuel mileage gauge). When I replace my filters (both), I got in the truck and purged the system as detailed in the manual and when I started the truck the filter gauge was at 99%. THEN I reset it and it went to 100%. The filter gauges are smart and I would go with them.
Now the question is what is actually 0% left? I'm sure there is some safety factor built in but not sure how much. 1K mile? 2K miles?
Actually, the real question is why did your filter fill up so soon? Mine filled-up faster than most as well. I'm thinking about adding a filter between the tank and the frame mounted filter. A $15 Baldwin would go a long way compared to a set of filters that cost $100 when I got them off the net.