Caccia,
I would recommend that you build an external box with your filter in if you require hardware filtering. The feedthrough panel FT01 is just a piece of wire really with connections on each end, so there isn't room to build a filter in there.
Unfortunetly I can't really recommend what components to use, but there are lots of websites and books out there that you could use to help you, none of them specific to NI but that shouldn't matter.
After a quick search on Google I found the following website which seems to have a lot of information.
http://my.integritynet.com.au/purdic/lcfilters.htm
Hope this helps, please post again if you require any further information from me.
Regards,
Peter H
Applications Engineer
National Instruments