Newer HF rigs from Kenwood are dual conversion with a 1st IF @ 8830 kHz and 2nd IF @ 455 kHz. Both IF chains can be tricked out with optional filtering. In the case of the TS-950 you're looking for a YK-881A 6 kHz AM filter which is rare but can be found on eBay for a Franklin or slightly less. As with anything used, it is what it is and the seller could be Satan's evil twin. Or Not.
International Radio offers this drop-in equivalent: http://www.inrad.net/product.php?productid=216&cat=40&page=1
with several mounting options. Note the drop-down menu item for 'radio' in the URL with the TS-950 as a choice.
Whether or not you need the filter is a judgement call only you can make. If the radio is good enough without it, it's good enough. If you do opt for the filter you'll know your radio is optioned as well as it can be for SWL use. 6 kHz is a good compromise between fidelity and selectivity, particularly in the SWL bands with 5 kHz spacing. INRAD also offers a 4 kHz AM filter (#475) which will sound a bit muffled compared to a 6 kHz filter.
If you're wondering about other filter options, click here: http://www.inrad.net/home.php?cat=59