if you mean only using the filter of a specific synth/sampler for one section of the song, then it's all about 'automation'. select the instrument track in the arrangement window, go to Edit and select Parameter Automation. here you can add a separate track just for the for the filter sweep, value at '0' being 'off'.
if you mean putting a filter i.e ECF-42 over certain elements of the track (rather than the whole mix), then use the Spider Audio Merger - route all the instruments you want filtering through this, then out into the ECF-42. as this means all the instruments will now be coming through one L-R channel you may want to make sure all levels and panning are right before you route them. you could send them through one of the line mixers rather than the Spider if you want more control. You can create an Automation Channel for the Filter to bypass it when not needed.
hope that helps. right, off to get some breakfast.
go this place download some of the song files and see how others do it then experiment, read Q&A threads on forums , practise until you like what you hear. hehe im downloading a few RPS's now sometimes you find some little bueaties hehehehe .....