I don't understand what you wrote. Can you show code?
You don't install filters in Processing, they are available or not in the graphics mode you chose.

Well I tried the code available here:  http://processing.org/learning/basics/scaleshape.html

Do you use one of your SVG?
This is jut a warning that a feature named "filter" has been found in the SVG file and will be ignored.

I initially downloaded the original SVG image and then tried with some of my own, but none of them worked. I get that error message and my output window shows nothing. So I don't really think it's just a warning.

I tried the code above with the original bot1.svg, without warning.
I tried with various other SVGs, including one with filter (the Firefox logo), and I could see them without problem.
Ensure your SVG hasn't a big offset making it drawn outside of the sketch area.

I have seen a bug in PGraphicsSVG though, where a color is parsed using an unprotected Integer.parseInt, stopping the parsing in the above mentioned Mozilla_Firefox.svg file because it has a stop-color:black style in a gradient instead of #000000.

But this is unrelated to your problem. Double check the location of your SVG file if you cannot see the bot1 image.

Reported http://code.google.com/p/processing/issues/detail?id=1010 for the unrelated bug...