Well, it turns out that every wall jack filter they had was open box. Ok, fine. I took the sealed package home and opened it up tonight. The first thing I notice is the distinctive smell of burnt circuits. The second thing I notice is that it doesn't work.
So it is going back to Fry's tomorrow and I will get a DSL filter somewhere else.
But I am really annoyed that they put this piece of crap back on their shelves.