Yeah, that's what I thought too when I first read the title of this post...but whether you believe it or not, it is possible to filter water using a sock, or just about any clean, white cotton material...it just needs to be 100% cotton...polyester won't work...at least not as well...
Personally, I choose to use a LifeStraw or a Sawyer Water Filter...but I do have socks in my kit just in case something happens to my primary and secondary water filtering solutions...
What are you carrying in your kit...?