The function of the “Filter” and “Remove filter” buttons at Filter -> Choose dialog is obscure — you should avoid them. Do you really want to know? — read on. The “Filter” button allows you to filter the filters that are shown. Open the list of unsupervised attribute filters in the “Choose” menu, click the “Filter” button at the bottom, and select “Nominal attributes”. Now two of the filters (KernelFilter and Wavelet) in the list of filters have turned gray to show that they’re now inapplicable. Now click the “Remove filter” button: selection you make with the “Filter” button has disappeared and these two filters are no longer gray. This facility filters the filters :-). Don’t worry about it; it’s almost never used.
To answer your question: you can’t undo the effect of filters individually. You can only undo the last one you applied, and then the previous one, etc.
cheers
ian