I haven't done much research into it (but a quick google of zeolite and mercury does throw up some interesting results) and I'd be interested to know if any of the regulars have tried it, but it has the hallmarks of an scam, albeit a reasonably convincing one. I don't trust that website, but I will be researching into zeolite a little more.

http://www.ncbi.nlm.nih.gov/entrez/...list_uids=12108697&dopt=Abstract
that article has something interesting to say:

"Experiments were performed to investigate various adsorbents for their mercury removal capabilities from incineration flue gases. Four different materials were tested; Zeolite, Bentonite, activated carbon (AC), and wood char...Mercury removal efficiencies of natural Zeolite and Bentonite were found to be much lower than those of the referenced AC...Organic adsorbents (wood char and AC) showed much higher mercury removal efficiencies than those of inorganic ones (Zeolite and Bentonite). Mercury removal efficiency of wood char reached over 95% in the first layer, showing almost same effectiveness as AC which currently may be the most effective adsorbents for mercury."

I think I'll be looing into activated carbon and wood char as well.