You want the cooler and filter on the return line (low pressure). That is when the fluid is the hottest, after it has gone through the system and done it's work. If you put it on the high pressure side it would more then likely blow the filter apart and maybe the cooler also.
A good source for a cooler is from an 80's vintage Ford Aerostar. The cooler is located behind the front bumper. Got the one I had at P-N-P for $5.00.
