Do you have any mesh lying around? Anything that is slightly tighter a screen door will do the trick. I checked out the fan filters on sale @xoxide and they're nothing special, you could easily screw a piece of mesh to the fan and it will do the trick IMO. It might be tricky though. Getting mesh that's tight enough to prevent dust yet spaced enough not to restrict airflow. You might try screen door mesh to see how it works... I'd be interested in your conclusions.
EDIT: The fan filters @xoxide are $5 each. Kind of expensive, that's why I suggest some good old DIY improvisation.