What happens next?

How to make cheap vodka taste better
Pour the vodka though a standard water filter.
The key ingredient in your filter that removes impurities from the vodka is generally a charcoal filter. This kind of filter removes oil and sugar, along with any other impurities, from the vodka that that make it taste less than delicious.
Using a small funnel can help you pour your vodka into your filter's reservoir more easily, resulting in less liquor spilled. Agitate your vodka and keep it in a cool place.