Anybody know anything about Hoover vacuums?

My Hoover TurboPower 3100 Fold Away vacuum uses two different filters–the HEPA oval-shaped filter (has black plastic and white paper-type material and goes in the canister) and a final filter (looks like a simple rectangular piece of cotton).

My question is: What will happen if I use the vacuum without the final filter? Is that bad? Will I mess it up? Will the dirt fall back onto my rug?
Any help is appreciated! THANKS!