From what I'm looking at, the most important note is the one that reads:
"Dust filters are only required/supplied in the selected regions with excessive dust"
So, they don't give EVERYONE a dust filter, just some people. Then when they don't supply it, they also don't fix the damn message on screen.
Take a vacuum to the lens side of the projector and just work it back and forth to try to get any junk and debris out of the unit.
Most DLP projectors have a sealed light engine path and don't have any filters at all. So, you either are smoking, and running dusty stuff while near the projector, and allowing that dust into the unit... OR ...you are dealing with some stupid defect in an entry level projector that is rarely reported by others.
If the vacuum doesn't work, you may need to call Optoma and see if there is some reset you can do.