Jeff,

First, buy a fresh new filter. Then pick up some "fine filter bags"
to install inside your shop vac. You will rarely, if ever, need to
clean the filter, and the bags make it much easier to dump the debris
when the vac is full.
Before I started using the filter bags, my shop vac filter would clog
up frequently with sawdust and other fine dust. I would take it
outside and beat off as much as I could, but it just clogged up again
the next time I used it (putting additional strain on the vac motor).

Is this the sort of thing you refer to?
http://tinyurl.com/48pgjw

Nope, the ones I use sit inside the tank, connecting to the inlet hose, and
wrap all the way around the inside of the tank. As far as I know, they're
just made of paper. Like these:

http://www.amazon.com/Shop-Vac-Fine-.../dp/B00002ND4I

You can find them at any Lowes or Home Depot.

Anthony