I think due to lack of a defined terminology for all these various parts, especially since every manufacturer calls the parts of their filter something else, the term "sponge" is a little too loose of a word to be used. I just want to be sure we are talking apples to apples here so there isn't any confusion. When speaking of Hang On Back (HOB) filters only, the filter pad (which can be blue, white, etc.) is the part that takes care of mechanical filtration and should be the first thing the water flow hits once it's pulled up the intake tube. This pad looks like a bunch of fine "floss" fibers woven together to make a pad or pouch and it is usually what holds the Activated Carbon (AC). Something along the
lines of this photo. This is the one that should get the dirtiest and can either be replaced if you like, or simply rinsed out in tank water as was mentioned and re-used. The next in line should be the pad (or "sponge" if you like) that you mentioned Wolfgang8810, that looked kinda like a plastic brillo pad (
check out this photo here). This is the Bio filter (bio-sponge, Bio-Foam, etc.) of your HOB filter (unless you have a Bio-Wheel or use a HOB that can handle other types of bio-media) and it is where the majority of your good bacteria should take up residence. It's too porous to be used as a mechanical filter and for good reason. If your bio filter is covered in dirt, grime, poo, etc. then there isn't room for the good stuff to take hold. So they made this pad have large holes in it so smaller particulate matter would just get blown off with the flow of the water. This one probably won't get all that dirty that you can see (as it should be) and doesn't need to be handled all that much (rinse it every now and then or when it appears to be dirty in tank water). In other words, leave it be and don't ever, ever squeeze water out of it or wring it dry as you would destroy the good bacteria by doing that. In fact try not to ever touch it with your fingers as I've read that there is something in the oils on our skin that harm the good bacteria.