Now there is a new filter adapter released by Canon. It's called Canon FA-DC67A. You can find more details >> Here <<
If you want to use filters for your Canon SX20 camera then you need to have a Filter Adapter. And You can use one of those standard filter adapters because the len barrel of Canon SX20 Camera doesn't have screws. It has grooves so it needs a custom filter adapter. There are several filter adapters for Canon SX20 camera but the cheapest one is JJC 58mm filter adapter you can buy from Amazon for just $10.
You might feel its bit hard to mount at first. Don't miss understand it can't be mounted. Just you need to find the correct way to do it. Also don't try to force it in. You will able to do it after trying few times. Once you understand the methods there won't be any more problems. This 58mm filter adapter for Canon SX20 is metel so its pretty solid thing.