I am not sure what you are asking exactly. If you do not want to have live rock in your tank, or not a lot of it anyways, you would need a filter to keep the water cleaner. I am not sure how you would set up the filter exactly, but if you wanted to keep live rock in the filter, you would want the water to run across the live rock slower than usual so that the bacteria on the live rock can get to the ammonia and nitrites.
The reason I do not know how to set up a mechanical filter on a SW tank is because I do not use one at all. Other than a skimmer, I only use natural filtration in the form of live rock and live sand. Keep in mind that it is not the rock itself that is alive, but called 'live' because of what is growing on the exterior of the rock. If you have enough in your tank, the bacteria can be present in large enough quantities to be able to forgo a traditional mechanical filter.
So, you would need to decide which route you wanted to go. If you are having trouble deciding which is more economically better, then depending on the size of your tank, mechanical filtration may be cheaper at first. However, if the tank is really large, you may end up paying more for a filter than you would for live rock. If you want to save money on live rock however, you can always just buy base rock or 'almost live rock' as it is called near me, and then buy a minimal amount of live rock and cure it all together in your tank. It takes about 12 weeks or so, but you would be able to put fish in the tank before that so long as they are not big waste producers and you have maybe only one or two fish, again based upon the size of your tank, as soon as the tank itself is cycled enough to be able to support the bioload of one fish. I bought my live rock 5 months or so ago and added 40 pounds of base rock to the 90 pounds of live rock and it took about three months before it all looked the same. I cannot tell the difference between the two anymore at all.
The part I like about natural filtration is that even though it may cost more in the begining, is cannot break and I will not have to buy another one to replace it from time to time. It also gives me the ability to add more filtration in a mechanical form later on without having to have a cycled filter media in place.