what filter do you have?
basically if its an external canister filter you normally use sponges as well as floss with ceramic media inbetween. the sponges are placed in first, these will remove the larger particles from the water. then the ceramic media which can come in many forms like small tubes, little balls, glass pieces etc etc etc. this is where most of your beneficial bacteria will be colonising on the surface of the media. then last in the canister goes the floss, this catches all the tiny particles that the sponges and media didnt stop giving the water a final clean before being pumped back into your tank.
you might already know this but wash any media or sponges etc in tank water and dont go too mad squeezing etc as this is where you bacteria is. too good a clean and you may find yourself having a small ammonia spike and plenty of water changes will be required to bring the ammonia levels down to a safe level for your fish until the bacteria can build up again.
other filters are set up slightly differently but all use the same idea.