Unfortunately, the filters always come without the pump - those you have to buy extra. What pump have you looked at? I have found some fairly good ones at Homedepot, in the garden section. They have a special area there for pond supplies and such.
For 500 gl, you can very easy make your own filter. Just a sample on what some of my tubs run on...
"Ingredients":
- 20 gl rubbermaid container from Wallmart (or bigger, bigger is better)
- a 3-pack of Aquaclear 110 (former 500) filter foams. They come in single and 3packs at Petsmart, and look like
this.
- a 7-10 bags of black hair rollers (YES, its true!!

) from the dollar store. Those are excellent media to house the beneficial bacteria, and they are dirt cheap. Go with the black, unless you wonna see some pink hair rollers when you look into the filter...

- clear or black tubing that will be the connection from the pump to the filter.
- a cheap clamp that will hold the hose onto the filter once its all set up.
- not neccessary, but helpful: a few plants that love water. I have spider plants and some sort of a purple water plant in the filter as well. They absorb any nitrates and use them as fertilizer.
Cut one 1/2 inch hole onto the smaller side of the rubbermaid, low, somewhere close to the bottom (you can always add more holes if the rubbermaids overflows once the pumps gets water in there. Then fill the rubbermaid up all the way to the top with those rollers, leave about 4 inches free. Cut the aquaclear sponges lengthwise into halfes, so you have 6 big rectangles instead of 3. Lay those rectangle sponges on top of the hair rollers, and make them fit so every inch of that surface is covered. If you wonna go with the plants, take them out of their pot, wash off all the soil, and stick the roots anywhere in the slits between the sponges, so the roots are more towards the hair rollers.
That is the basic setup. All you need now is an appropriate pump. Look at how much gallons a pump moves in an hour (it should say it on the package). Something like 500 gl/h or so. Sometimes it says how much gallon the pump will work with a 3 ft overhead. Which basically means how much gallon the pump moves it is has to pump water up for 3 ft. Makes sense since most filters sit ABOVE the pond or tub, hence the overhead.
Stick one end of the black or clear tubing to the pump, secure it with one of those clamps to stop it from slipping off. The other end of the tubing goes straight into the filter, and it also is secured with a clamp. You can screw the clamp right into the top rim of the rubbermaid.
Plug pump in, and watch the filter fill up!

Again, if the filter fills up faster than water runs out through the hole, add another 1/2 inch hole. Those rubbermaids are fairly easy to cut with a sharp kitchen knife. The water level in the filter should ideally stay above the hair rollers, so any building beneficial bacteria doesn't dry out.
I know - it does sound like a lot of work, but honestly, you get it down to a dot once you get the hang of it. Believe me, I have DIY filters around the house for some of my ponds, and it doesn't take longer than 15 min for me from start to finish. I do it with my eyes closed...

Now I go off and see if I can find a picture or two of such a finished filter....