Well not yet, but I need to put something over the inlet on my AQ 70 so when my guppies give birth they don't get sucked up into the...oh, the horror, the horror...
You can tie some stocking or sponge around the intake part. It's pretty unusual for a healthy fry to get sucked up by a filter, but if you want to be safe....
It's also a good idea to put some kind of netting or old stockings over your gravel vac so you don't suck fry up when doing water changes. I think that's a more common way of hurting fry.
I have seen helalthy livebearer fry get sucked up many times. They are so small and a powerful filter ends up with them in the filter box before they know it. Use stocking or get a sponge pre-filter. I would use a pre-filter regardless of fry or not.
Pre-filter is a good idea anytime. Just take a simple Car Wash sponge (NEW, no soap) and cut a hole in it and slip in on. Make sure water passes through it.
I use a stocking and it works fine. You have to unclog it every couple of days but that's the only drawback I know of. Cichlid Man, can you elaborate a little bit on the pre-filter? Are you saying to cover the filter intake with the sponge?