Hi Dave
Almost certainly not
With the filtered faceplate, extensions are connected to it in one of two ways:
1) they go into the 'back' of the unit, and each wire is pushed (seperately) into the connectors
2) they are into the front of the unit (in the socket marked 'phone') using a standard phone jack ended wire (the ones which are typically white, about 10mm wide and 4mm deep)
But in both cases, the signal going down the extension wire will be 'voice only', so you won't need a filter on the end of it
That said, one or two people who have Sky+ boxes have found that they
do need a filter on the end of the voice only extension line - but no one knows why!
Please note that this applies to the adslnation XTE-2005 from my earlier link - I'm not sure if they all work like this.
You can get cheapy ones on ebay for about a fiver - but at £12 the XTE is the dogs dangly bits