Lense for Rebel XT and Soccer Photography

I hopefully take delivery on my Rebel XT from BestBuy tonight or tomorrow. I purchased it with the 18 - 55 kit lens. This is my first SLR camera. What range of lens do I need to shoot soccer action photos while standing near the sidelines? I am looking for an inexpensive option. Would the Sigma 18 - 125 have enough reach - it seems to be a good all-around range?

Thanks

Also, what filters should I buy up front ?