I don't recall 'changing' any settings but, all of a sudden, when I'm applying a filter effect to a layer, it opens in a new window/tab with a transparent background rather than giving me a live preview of the layer in the original document. It didn't use to. As a result, not only does the transparent background in the new window make many filters hard to see but I can't see how it looks in the document itself until I apply it. How do I stop it from opening in its own tab?
What operating system are you using?
What filter are you using?
Could you post a screenshot of what your seeing?