What he is saying is what you need to do in order to avoid aliasing.
When you measure a high frequency signal with a low sample rate scope, you get an aliased signal, what is this alias thing? I'll try to explain with an example:
Lets say you have a 10MHz signal and you sample at exactly the same frequency (very unprobable, but illustrative for the example). What will happen in this case? You will see that all the samples have the same value, right? so, when you represent those samples on the scope screen they will appear as if it was a DC component, that is aliasing. The effect happens whenever you try to sample a signal at less than twice that signal's frequency.That same 10MHz signal sampled at 15MHz will produce aliasing and appear to be a 5MHz signal. If you want to get a bit deeper on this effect see this wikipedia entry.
So, why do you need a filter? because a filter eliminates those high frequency components, avoiding the aliasing effect. In fact the scope's analog bandwidth is an analog filter in that regard, but it may not be enough.
Anyways, what kortuk meant in that chat was that they are measuring the output from a circuit that does all the signal conditioning, giving a nice output at a sufficiently high voltage level and low frequency, in that sense, you could measure that signal with almost any oscilloscope, but you need the circuit, that's where the magic is!