Fuel draining back through pump

[69heavychevy]

For the longest time I always ran a fuel filter right before the pump. I did some reading and found that your supposed to run it between the pump and carb.
I did that and noticed that within minutes my filter would be dry, which would make it hard to start.
I read that there's supposed to be a check valve built into the pump to avoid this. I have a lifetime warranty on the mechanical pump, so I switched it out, but I still have the same problem.
The fuel pump is an Oreilly's Precision unit. Did I just happen to get a defective unit, or is this normal?