You can see the prefilter in this pic. It is the same as the one with the Sidewinder. It just screws on the mouth of the bottle and is only good to get the dirt out.
The good thing about the filter is that it prevents the untreated water from getting all over the mouth of the bottle. This is one of the criticisms of the steripen as it doesn't treat the water that dipping a bottle into a creek will get on you bottle.