Ensuring communications security in Wireless Sensor Networks (WSNs) is very vital because the security protocols therein, should be devised to work at the link layer. Theoretically, any link layer security protocol must support three vital security attributes viz. Confidentiality, Message Integrity and Replay protection. However, in order to ensure lesser overhead, replay protection is often not incorporated as part of the link layer security framework. We argue here, that it is essential to implement replay protection at the link layer only and devise a simple scheme to do so. We first survey the common approaches to ensuring replay protection in conventional networks. We also implement the conventional algorithms for replay protection using the link layer framework for WSNs viz. TinySec as the underlying platform. Subsequently analyzing their limitations, we propose a novel Bloom-filter based replay protection algorithm for unicast communications. We show that our algorithm is better than the other contemporary approaches for ensuring replay protection in unicast communications in the WSNs.