filter

Yes, you need to oil it. Depending on what type of filter you have will determine what oil to use. If you have a foam filter like a uni, then you need to use foam filter oil. If you run a k&n filter, then you need to use oil that made for the k&n filter. The oil is what traps the dust particles and keeps them from going into your engine and doing serious damage.
 
Strokers always right...My rule of thumb is use the oil and cleaning products that the filter maker recommends. So most likely if you are running a no-toil filter use no-toil products. Same with Uni, K&N or any other brad I just left out.