What is a pressurized filter, and should I use it for my espresso?
This is called a pressurized portafilter. As you found on coffeegeek, it is designed to enhance production of crema. The Coffee Geeks look down on this device, since it produces what is essentially "fake" crema - even with old, stale pre-ground coffee.

If all you want to drink are lattes, it does not make much difference. If you want to taste decent espresso, then you must use a non-pressurized portafilter - even if you are a non-professional. 

Making espresso is not a slam dunk - especially with a consumer machine like the Gaggia. You will learn to improve your espresso shots by analyzing your technique. This often is based on the appearance of the crema during and after the shot is drawn. 

Since the pressurized portafilter gives you misleading information on the actual crema, you will have difficulty learning how to make a good espresso.