The microfiltering bags and filters made especially for catching fine dust in shop vacuums can get expensive after replacing a few. But the ones sold for standard upright vacs are much more economical. I buy the cheap ones; then modify them to fit my shop vacuum.To retrofit the bag, I first cut the top off just past the point that includes the small opening. Next, I turn the bag inside out so the air will still flow through the filter in the normal direction, slip it over the foam filter of my shop vacuum, and use the standard retaining ring to hold it in place.—Barry Terrell, Houston, Texas