Bought a shower filter, but I can get it to attach

I've purchased a shower filters (a Paragon P2201) and I can't seem to get it to install onto my shower head.
I have a Teledyne shower head that has a long, flexible neck and multiple water-pressure settings.
The problem is that the part on the shower filter that screws into the shower head is "too short". Meaning the grooves don't meet each other.
Is there some kind of extension attachment I could buy at a plumbing supply store?
Thanks.
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Title should be "CAN'T get it to attach".
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