This is hard for me to answer without knowing more about your specifics, but short answer - yes. The RJ31X is supposed to be the first thing on your phone line, with all other house phones falling behind it - that's how it gets guranteed line seizure. The problem comes depending on your house wiring.
The idea of using those irritating DSL filters on every jack of the house bugs me - I see people do it wrong so often. The best case way for you to do this is to have the RJ31X either near the Telco's MPOE (Where the phone line reaches the house) or if you have a house with structured wiring, in that panel. What you ultimately want is for your raw phone line (DSL and Telephone) to enter the house, go through a single DSL Splitter/filter - then after the filter, go to the RJ31X, then to the rest of the house phone jacks. The other side (The DSL) should be wired on its own wire pair to wherever you have your modem.
This way you only need one filter for the entire house, and, when the alarm seizes the line, it doesn't knock out your DSL - and it maintains the integrity of the RJ31X circuit which gurantees line seizure. Way too often in a situation like yours, the RJ31X is just off a leg of the telephone line, not preceeding all other jacks like it's supposed to. Someone just calling your house and tying up the line by letting it ring or tying up your answering machine would be enough to keep the dialer from working.
If that isn't clear enough, post some more specifics about your particular household wiring (where the modem is, how many phones have to have filters currently, how the lines come into the hose, etc) and I can answer with better detail.
As for the surge protector, it goes inline between the RJ31X and the alarm panel - and gets grounded; very simple.