Filter files use the .FTR extension, in the \files folder, however you DO NOT need to worry about these since you didn't 'filter' the list as such rather create one manually.
I think you are interested in the .LST file(s) - it should be pretty obvious which one(s) you want to keep, eg mame-1.lst etc. If you want to upgrade Mamewah, you could always do so and then copy these .lst file(s) back into the \files folder - the LST format is still the same so you won't have to start again.