When you say "filter" do you mean you want to stop them getting to applications, like a firewall, or do you mean you want to take a bunch of packets and identify certain ones?

If it's the first case, I have no idea how it works on Windows. If it's the 2nd case, Net::Pcap and NetPacket::??? are things I've used before. Make sure you know how your packets are supposed to look though, IE, read some RFCs.