the filters themselves are nothing more than .xml files or a version thereof. these are all text. they can be saved off in any manner you wish, cd, dvd, external drive, thumbdrive, etc. they are completely restorable in the same wise. i believe i recall one of the admins here recommending you save off the whole filter folder with all the caches and so on, as well.
also look in c:\your windows user account\documents and settings\application data\filter forge\my filters and save all those as well. those are filters you've made or saved off as your own.
you can speed up rendering by picking the option in the menu system for displaying a smaller file size of your image or by picking a smaller image size in 'new image' from the file system. so, if you're working with a 2400 x 2400 image and want to get a faster preview, just pick the option in the menu system that renders a lower resolution.
If wishes were horses... there'd be a whole lot of horse crap to clean up!
Craig