Are foam filters in return important?
these are an aftermarket filter designed to reduce dust and debris entering your ductwork at the intake vent.  they aren't necessary - your furnace filter will keep the air clean before it gets to the fan and heat exchanger.  in my experience, the vent filters do nothing except retard air flow and reduce the efficiency of the system.  don't bother with them, do bother with a new furnace filter every 3-4 months - twice as often as suggested.