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So I am gonna convert my single stage 1.5HP Shopfox to a two-stage by adding a cyclone seperator. I have seen many pictures of these conversions and so, have a question: Some systems have a plastic bag or other container attached to the bottom of the cylindrical air filter connected after the cyclone. Some just have the filter which is open at the bottom. So what is up with this? Do I need the bag?</p>