I tried reproducing the issue and was unsuccessful in doing so.
Are you sure that your settings and profiles are pointing to the correct version of Flash player?
Are the filters working when you publish your SWF using a different profile?(For example FP 10)
Are you trying to add the filters using action script or are you doing it with the help of the IDE?
Here are a few tutorials that might help you out
I just followed the exact same steps in the tutorial and I was able to apply different filters without any issues.