You need to press BOTH the Apply & OK buttons for immediate effect! eg: filter>keywords & type in .exe in the add area & hit the Add button, Apply & OK & it should take immediate effect filtering out words with the extension of .exe

As for the 2nd part, in your dwnld pane, click onto the top of any of the columns & the files will be organised as such. eg: to have those that are presently dwnlding listed at the top of the list: click the Status column twice (you'll see a small arrow pointing up.) So you can organise them however you like!