Does anyone use a RUMBLE filter?

I am having way to much cone movements on my main speakers and Sub when I play vinyl. Someone suggested I purchase a rumble filter from KAB audio. I notice that a lot of the cheaper phono preamps have these filters built in. When I purchased a more expensive better sounding unit ..it dosent have one. So I am wondering why dont a lot more companys sell these things if they are so important? I need to buy one and they dont seem to be very expensive $170 + another IC cable.