Pop filters are used to avoid sharp "P" and "B" sounds (known as plosives) from overloading the mic level and causing distortion. Most commercial pop filters are $20 or more, but you can build your own for much less with an embroidery hoop, a dowel and panythose.
Musician and graphic designer Dean Sabatino offers the following method for making pop filters: cut your dowel to a 12" length and glue it to the outer embroidery hoop as though it were a large lollypop. Cut one of the pantyhose legs off at the thigh and insert the inner ring from the hoop in the pantyhose until you reach the toe area then stretch the nylon and close the hoop. Cut off excess pantyhose. When the glue has dried insert the inner ring into the outer hoop and tighten the screw mechanism on the hoop.
Now all you have to do is figure out a way to mount the pop filter to your microphone. The author bolted together two clamps which you see at the source link below, but I also found another DIYer who used 10 gauge wire and a compression fitting and covered it up with split flex tubing. I'm sure there are lots of other methods you could use as well.
How To: Make Your Own Microphone Pop-Filter [Dean Sabatino's Nextplease]