If General > My Filter File in the Options window does not specify a directory path, another window opens after you complete the Create Support File window, asking whether you want to overwrite or use your existing personal Filter file.

If you click Overwrite, your previously existing My Filter file is replaced with a new one and your filter is saved to it. If you click Use Existing, the creation of a new My Filter file is canceled and your filter is saved to your previously existing file. Selecting Use Existing also restores the directory path for my My Filter File in the Options window.