I bought a slightly different one than the one I already had. This one is advertised as being waterproof and is a little stubby and round. The other one was narrow and longer. I'll also use the rubber gasket-type things that fit on the connector.
So I put the filter on outside where the cable line comes into the house. I can't really tell any difference, but hopefully any baddies that were escaping over the last 2-3 years will now be contained.