Did you have any antivirus software running when you did your install? If so, that can corrupt the installation, and many weird things can happen to the functions of Elements. If you did, you need to do a complete uninstall, including a separate Find for straggling files/folders – particularly the Preference folder, disable the antivirus software, and then reinstall Elements.
Ah, you do have the image open on your desktop, don’t you? Sorry if that sounds very obvious and somewhat insulting, but some people don’t realize they can’t just poke around in the program and see how everything works without having an image open!
hmmmm, also…other than Beth’s fine suggestion… wondering if you are trying with a bitmap image ? Filters don’t work on those and I know some scanners still give you that choice to save as bitmap. If so go to toolbar>image>mode>be sure to check that it is in RGB mode.