Silver,
I plumbed my fuel manager in before the genuine filter. I did this because it made sense to put the 30 micron filter before the 2/4 micron (whatever the genuine filter is).
On your genuine filter there should be two arrows. I believe these arrows indicate fuel in and fuel out.
Have I had any dramas... well initially upon starting her for the first time, she started first pop. I did fill the filter with diesel from a jerry can before starting, as well as giving the hand primer bulb quite a few squeezes. So no problems there. Now, after a couple of weeks of the filter being in the system, I have noticed on a couple of occassions the engine is harder to start. This is always cold start, first start of the day type thing.
I can attribute that to the filter making it harder for the fuel pump to pump the fuel to the commonrail, where it needs to reach a set pressure before it's allowed to fire. So there's signs that the fuel pump is working harder. As pointed out by Ray.