Here's the long story for those who are interested...
I've only just gotten around to mucking around with the Filter Editor and I really like it. I read on the Inkscape Wiki here (href=http://wiki.inkscape.org/wiki/index.php/ReleaseNotes047) that you could save your own filters to use later by saving them into the filters directory of Inkscape.
Simply place any SVG file with the filters to the filters subdirectory of your config directory (~/.config/Inkscape/ on Linux) and the filters will be picked up from it when you start Inkscape.
Having read that, from within Inkscape I saved an SVG file which contained only my new filter into "C:\Program Files (x86)\Multimedia\Inkscape\share\filters" (Note: I am using Windows 7 x64, which is why the (x86) appears in there, but it is irrelevant to this problem). After that, I tried to restart Inkscape and got a message that "Inkscape has encountered an internal error and will now close" or very similar.
I realised straight away went to find the offending file and remove it, but it was gone. I tried uninstalling Inkscape and deleting all traces of it from my system, both the program and preferences directories, but every time I reinstalled it, the same thing would happen. I could, however, run a copy from another directory location apart from the original location.
So how did I solve it? Well, Windows doesn't like files being saved into either the "C:\Program Files" or "C:\Program Files (x86)" directories, and so it had put the file I save into a virtual folder that mapped any files it contained into the Inkscape program directory, but which couldn't be seen from within the Inkscape directory itself.
I tried searching for the file (MikesFilters.svg) using Windows Search, but it doesn't search the Virtual folder that the file was in. I eventually booted into Ubuntu and from the terminal did something like this "ls -R | grep -i -H MikesFilters.svg" (can't remember the case of the -R switch, but it's the one that makes ls do recursive listings, and the -H will display the full location when grep finds it). This found the file in about 2 seconds flat. Turns out that from the Windows side, it was in "C:\Users\Mike\AppData\Local\VirtualStore\Program Files (x86)\Multimedia\Inkscape\share\filters". So I then deleted it and was able to run Inkscape happily again.
Now, I've still got to figure out the proper format for custom filter files, but at least my Inkscape is running.
Lesson learned: If you're using Windows Vista or newer and need to save something into "C:\Program Files (x86)\Multimedia\Inkscape\share\filters" (or wherever it is on your system), don't save it from within Inkscape itself, because windows will nab it and stick it away somewhere else and you'll have a hard time finding it! Save the file on the desktop and then copy it in manually.