1. Go to the protocols tab on the filter dialog
2. You should see a tree of check boxes
3. See if all protocols have been checked
4. If yes, uncheck any protocols you do not want to filter
5. Save the filter and retry the capture.
I think this defect may have been fixed in a subsequent 4.7.5 Service Pack. Check with your Sniffer Support contact and upgrade to the latest 4.7.5 SP, if possible.
MP