If you're not going to get into using the mesh style stuff for the cups you can buy a couple of top cups and then use coffee filters, paper lunch bags or a piece of vacumn clear bag. Lay it on top of the bottom cup and screw the top in, make sure theres no rips and if it blows the powder right when you're done carefully unscrew it and use a different top with a new filter. That's how I started until I got the mesh.
Just be careful when you're dipping that you don't rip the filter, or you'll have a heck of a mess!!!!