Okay, I just engineered up a filter to Proxomitron (http://proxomitron.cjb.net) and I'd like to share it with you. You have all ran to those "Index of /foo" pages, right? Well, if the file names are long the browser cuts them with "..>". If they begin with the same string, it's a pain to try to know which file is which.
Here's the solution: copy the code below to your *.cfg -file under [Patterns] (eg. it's a 'Web Page Filter').
Code:
Name = "File name extractor"
Active = TRUE
Bounds = "*..\>"
Limit = 512
Match = "\2"
Replace = "\1"
I hope someone finds this useful. I haven't tested it with other than IE but I suppose it works with any browser, at least with very minor changes.

It would also be great to see some of your filters here so please post them.