The spring goes in first, then the filter after it. I squeezed the last coil so it would grip the 4 nubs in the bottom of the housing. The service manual does not show the spring and the first time I changed the filter everything just came flying out, but it seems like it only works going in first. If I'm wrong somebody out there please set me straight!
"It's all fun and games until someone loses an eye."
The same thing happened to me this past weekend! BOING!
I just searched the PlanetKLX email list and found a discussion on that very topic. Spring first - filter second. Some guys suggested putting a tiny bit of grease on the end of the spring to hold it in place.
Not sure if that's a good idea or not...