2 questions about showerheads with filters and flow restrictors.

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Ok, so I wrote about the showerhead exploding yesterday. I did some searching and found out that it was a water filter that cracked and blew the seal. This is what it looks like, but it's not mine. http://www.hope-for-health.com/i/SpriteHO.jpg The topmost section is what cracked and exploded on me last night. I wonder why I would need this to begin with in my shower? Second issue is the flow restrictor. http://www.bathlogix.com/images-support/support_hsflow.jpg I have something similar to this in the pipe coming out of the wall. When I connect the hand held shower head to the pipe without the filter, it doesn't work. If I connect a fixed head to the pipe, it does work. I wonder why it doesn't work without the filter, could anyone shed any light on to this? I need to fix this situation soon.