At the top of each forum page there is a "Forum Preferences" bar which contains options for showing/hiding avatars, number of threads/posts per page, showing/hiding the sidebar menu, and the filter options. The filter works by hiding any post/thread rated below the specified category (for example, "Default Filter" just filters "Sub-Default" threads/posts). After changing the options on the bar, you can select "Save" to keep the changes even after logging off. Make sure to click "Change" on the right to save the changes. Also note that any post/thread that has been "nuked" (below 1.0) will be filtered even if "Never Filter" is selected.