Newport, most newer refrigerators will have a filter located inside for the ice maker and in-door water dispenser (if so equipped). See your owner's manual for directions on changing that filter.
A reverse osmosis system will have its own filters - 3, 4, or 5 different filters, generally. This system would be separate from your refrigerator. As logdog suggested above, if your refrigerator's ice maker and water dispenser will operate without the refrigerator's filter in place (some will, some won't), you're best to remove it if you're going to be filtering the water to the fridge with the R.O. system.
Hope that helps you out!
Bill