We use a whole house filter also. But we use recycled water to wash out our screens so you really need one for that.
When we were just hooked up to the city water, we never had one. Most power washers have a basic plastic one where the incoming hose hooks up. Are you sure it is coming from the water side? If we ever had problems it was from someone using the wand incorrectly and something got stuck in the end of the wand like a rock, tape, ink ect.