The fuse and filter module will not change the fact that the wiring is wrong (if, in fact, it truly is wrong). Add a fuse and a filter, and now you have an incorrectly-connected wire that is protected by a fuse and is noise filtered.

The fuse and filter module to which you refer is, I *think*, a small box on the yellow (constant power) wire which contains a power-line noise filter and a small fuse. If you don't have any noise problems and the wire is already fuse-protected somewhere upstream, then you don't need it. If you do need those things, then yes, you can get equivalent parts at radio shack.