James
Yes, the check valves found at hardware stores (Home Depot, etc.) are not the correct type for this application. They will create alot of resistance on your pump/ reduce flow. The anti-siphon holes should do the trick. You can remove the hardware store check valve, and if you want to replace it check out McMaster-Carr online for a suitable one. You want one with minimal flow restriction, all plastic, no springs and the correct type for vertical or hortzontal flow. Also, install it in such a fashion that you can remove it for cleaning when necessary (pvc unions, etc) You also may choose to go without. Your choice.
Good Luck.
-Christine