This is a prefilter that you put on the intake hose of a filter, to stop the silt and dirt that would otherwise clog the filter. It proved to be very useful in filtering water in the desert, which tends to have a lot of fine silt in it. Replacement prefilters are light and relatively cheaper than replacing the main filter cartridge, and it really prolongs the life of the filter. I like it for desert hikes.
More info at
http://backpackingtechnology.com/food-and-cooking/msr-siltstopper-prefilter/