Hi Kukki3
Having only started out in IR photography a few weeks ago after also seeing some very different and appealing photos on t'internet and being a tight wad I bought a couple of these
Cheap IR Filter £2.65 including P&P basically so that I didn't spend out on expensive glass filters and then decide that I didn't get the results I wanted. I then avoided the Cokin filter cage and the (putting it in the closest slot idea) completely, leaving the Cokin adapter ring on the lens as if you are going to fit the cage I just placed the square filter against the adapter ring fitted onto the lens and used clips to hold it tight to the adapter ring avoiding any light leaks from the gap if using The filter holder totally. I can do 30 second exposures this way with no light leak problems etc.
I got these photos
My IR shots I'm quite pleased and am now completely hooked on IR
My D700 is pushed aside for my daughters D70s as the older the camera the better it works for infrared and the D70s will also work if with a little more effort without spending out on an expensive conversion, and although as said you have to maybe remove the filter to focus before taking the shot
I take the photo like this.
Remove clips, remove filter, put camera in auto focus mode and focus the camera, click switch over to manual focus to avoid the lens and camera getting confused and hunting focus after refitting the filter and replace the filter on the lens using clips and shoot away. Try different apertures and shutter speeds and when you get home see which worked the best and try to use this as a starting point next time. There could be problems shooting into the sun as you can't fit a hood to avoid flare. I guess using some sort of hand held shade like some card or a book over the lens would solve this, any tips chaps??
I may be missing some technique here but this works for me and is a cheap and cheerful entry into IR.
Hope this helps
Oh and where is the Infrared forum btw
Oh on re-reading your initial post maybe this is the cheap naf filter you are trying to avoid

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