Can we see this tutorial and maybe a screenshot of your Camera Raw Filter? It's probably a previous version of Camera Raw (in the tutorial).
Finding this forum a bit hard to get around in at the moment, hope this gets to you.
I'm Running Photoshop CC 2014. When I use my filter it doesn't have the 'Preview' option at top right corner as in this tutorial filter. I seem to be doing the right thing, load a jpg, convert to smart object then load the 'Camera Raw filter' from the filter menu. I just get a blank Blue window with a big cross on it . Done it dozens of times, same result.
No problem; I got it. (Yay for email notifications.)
That is definitely an older version of Camera Raw. The "preview" checkbox in the upper right was replaced by the operation buttons in the lower right.
It sounds like you're having an issue some are apparently experiencing with graphics acceleration. Try going into Photoshop's preferences via Edit (Photoshop on Mac) > Preferences > Performance > Graphics Processor Settings and disable "Use Graphics Processor." Then try the Camera Raw Filter again. If it works, then try updating your video card's drivers if at all possible. And if you can't, don't sweat it too much as Adobe's looking into it. (I'm not exactly sure what's going on as I'm not having the problem myself but there seems to be a problem with some users.) You might not be able to use other features with graphics acceleration disabled (like the various render filters like Tree and Picture Frame).
Thanks for that rapid reply Warunicorn. I'll try those suggestions and panic if it don't work.
Thanks for that Warunicorn, you hit it on the head, it was the 'Graphics Processor' .