One of the most basic things you need to do in a DirectShow application is add filters to a graph. If it is a basic stock filter you can usually find the CLSID in MSDN, and creating the filter is as easy instantiating it as a regular COM object from that CLSID.
If you fire up GraphEdit on your system you’ll probably find a whole bunch of different filters that aren’t mentioned in MSDN. For instance, in the video compressor category there are several interesting filters: