DIYbanter - heater filter question

I decided it was time to change the filter on my home's heater system. There's
a grill on the hallway ceiling, so I removed the grill expecting to find one of
those paper filters with the metal mesh screen that I had seen at the hardware
store. But instead the filter was some kind of mesh of fibers, some kind of
plastic fibers. I assumed that this was some kind of "cheap" filter and that I
should replace it with one of the filters you can buy at Home Depot. But my
friend said that thos fiber mesh filters were very good, you just need to clean
them with the hose and they're as good as new?????

Can someone explain the difference between these two types of filters? Any
recommendations, should I just clean the existing filter with a hose, or buy a
new one?

Thanks,
Paul