Lets start by first going to your GMail inbox.

Then open an email that you want to add a filter to. You will see a button "More Actions" on top of the email. Press it and select "Filter messages like this"

On the next screen, in the "Create Filter" section verify that you have chosen the right senders email. You can all additional parameters on the other boxes. Then press the "Next Step" button.

On the "Create Filter" section select the actions you want to take with this filter. I usually use a filter to add a new label automatically. Check the apply filter to the following xxx conversations so that the filter will be applied to previous emails that meet the criteria. When finished click on the "Create Filter" button .

Under "Settings" the status will be updated and your new filter will be added.

Now if select your label all of the emails that meet your criteria will be selected and label automatically. You can now organize your emails more quickly

This was just a brief tutorial but it is a great feature of GMail that I use often.