I don't know why everybody has trouble with the HD2 filter. Mine works great. No fines get by it. NONE. ZERO.
To make sure it was seating right, I glued an old garden hose o-ring to the metal top of the air filter -- this prevents the screw tightener thing from bottoming out. I also put a thin layer of grease on the bottom of the filter where it touches the plate.
Not long after buying my AM 660 and then buying the HD2 filter and then hearing all the HD2 horror stories, I bought the Maxflo foam filter system ... but I've never used it, since the HD2 works fine for me...OP, didn't your HD2 come with a felt cover? Mine did, and that catches most everything over 6" DBH...