The filters make a popping or crackling sound or spark when I plug them in. Is there something wrong?

This is perfectly normal. The filters are always-on and are drawing current known as reactive power, so when you are inserting them it is completely normal to see and hear sparks or arcing. It is safe and nothing to worry about.

Plugging the filter in quickly and smoothly can reduce the amount of sparks generated, but this arcing is harmless and has not caused any issues for anyone.