I probably know what happens, if you are new to Filter Forge, you have to know that ALWAYS FF previews all the filters at 600x600 pixels, this is called "reduced view" AND also that the default built-in images are made at this size too, so you will not get any note about this "reduced view"
You can change the size as Morgantao have said very well, specially the filters that are self generated by FF and does not depend on an external source.
Also you can change the size simply by LOADING a source photo that have the size you want, I mean if you load a 3000 x 2000 filter this will be the final size that will be rendered.
You can´t change this second option with new image, because it would onvolve interpolation and this is not included in FF but there are many plugins available for photoshop that do it.
IF YOU LOAD A IMAGE SOURCE OR CHOOSE A HIGHER SIZE IN NEW IMAGE YOU WILL GET THIS MESSAGE SHOW HERE BELOW