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 household cannister vacs are 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. I slip the bag over the foam filter of my shop vacuum, and use the standard retaining ring to hold it in place.—Barry Terrell, Houston, Texas