Hey there Bob - a fuel filter can/will protect you against dirt in the fuel (such as debris found in the bottom of a Jerry can for example) - but to be honest, unless you are filling up from a hut at the side of a remote trail, you are unlikely to need one. It won't protect from airborne dust etc, unless you're filling up in a sandstorm!
Also, the fuel injected XT has a fuel filter inside the tank that should stop the worst of it - most in-line filters are used on bikes with Carbs and a regular fuel tap.
As Gerhard suggests, you might have a problem cutting the fuel line of an fuel injected bike, as the fuel is pressurized from the pump - so you'd need to make sure the hose ends were secured to any filter with jubilee clips...
Personally I'd not bother - my bike has covered over 36,000 miles now, including a rally to Dakar (where we filled the tanks from oil drums) with no problems at all...
J xx
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