Another way of doing it is to put a plastic grocery bag around the filter when you spin it off. It won't stop all of the oil from running into your armpit, but it will stop most of it.
An alternative is to install a remote oil filter, as some have recommended (and some have scorned.) Since the most common advice was to wait until my warranty was up, I haven't installed it yet (too damn cold out right now).
I purchased the double filter mount but probably can get by with a single filter from Jegs.
There is one issue with the relocated filter, trying to find a place to mount it. The recommendations from here are to make sure that the rubber line has the fewest number of bends in it to reduce flow restriction. Another issue is that the manufacturer reccommends replacing the hose every six months or so... Sounds like a PITA in the winter time without a heated garage
--->Rob