Yep that's the one your after and this will be the fuse holder...
http://www.jaycar.com.au/productView.asp?ID=SZ2025Thanks everyone for the replies and advise. I'll defiantly make sure the machine is unplugged while I'm working here. I'm not sure where this machine has been imported from in its recent life, I brought it from a guy who brought it from a dealer and between what he had done to it and what I've done to it, its been a pretty nice machine. There hasn't really been to many issues with it at all.
Anyway back to the EMI filter, is this the type I should be purchasing? http://www.jaycar.com.au/productView.asp?ID=MS4001 also are these fuse holders available from Jaycar or do I need to go elsewhere for them?