We made it to Best Buy to exchange the filter for the camcorder. I asked one of the guys in the camcorder section which filter will fit our model. He said the 30.5 mm one. (The guy last night said the 37 mm would fit.) You guessed it: the 30.5 mm filter doesn't fit.

I combed through the manual again, and this time found that it accepts 30 mm filters. Back to Best Buy again.