To prime a polyethylene mobile phase inlet filter, use the solvents that will be used for the HPLC method to avoid any incompatibility during the chromatography: Simply immerse the filter device in enough solvent to submerse it and let it soak for at least 5 minutes in an ambient, ultrasonic bath. If you do not have an ultrasonic batch, leave the filter in the solvent for a longer period of time to allow the liquid to migrate through the pores of the filter.
There is no need to leave the filter in the solvent for long periods of time but if you do, there will not be damage to the filters.
Click HERE for an example of a mobile phase inlet filter that is made with polyethylene.