so your asking how to animate for example, a line that starts with no drop shadow but then over a period of time then develop a drop shadow? (or other filter effect?)
If you are doing this on the timeline, create a tween for the line between two keyframes. Set the drop shadow filter and/or the blur filter as you want for the initial keyframe, then move to the second keyframe and set new values for each of the filters that you used.
If you are doing this with Actionscript then use a tween transition on the line. Here's an old thread that covers the concept pretty completely: Tweening A Blur Filter