I have a 2004 GMC safari and when I can get it to start it idles high then dies and I just bought a new battery and a fuel filter

Will it stay running if you keep your foot on the gas pedal? If so possibly dirty/faulty idle air control valve or dirty throttle plate. If not possibly faulty throttle position sensor, maf sensor, intake air temp sensor and or vacuum leak. Is check engine light on? If so post the codes on here.

Yes the check engine light is on but it wont even stay running long enough to drive to get the light checked and even if I have my foot on the gas it still dies

Oh ok. Auto zone will lone you a code reader for a deposit. Get your money back when you return it.