My fish keeps jumping into the filter?

I just set up a fish tank a few weeks ago and have been slowly adding fish. I recently added a loach. Last night I was watching all of the fish and they were all there. I walked away and heard a splash, I went back right away and could not find the new fish (the loach). I thought it had jumped out. I looked all over the tank and then all around it. I finaly came to the conclusion that my cat must have got to it before I could. I kept my eye out for it today and never found it. Then just a few minutes ago I see it swimming around again. I walk away, and i hear it jump again. I had seen it swimming around the filter so I decided to open it up and look in, and there it was. Is it safe for my fish to keep jumping in and out of the filter? How do I get it to stop? Its like its jumping up the little stream of water that flows out of the filter to get in.