That's really weird. The game should ship with most things, like Say, Shout, Party, Linkshell, Tell on in the default window by default. Try resetting your chat logs and double-check you're editing the right one. The current Chat Filter editor is weird in that there are two windows with two tabs each and all have an "Enable Tab" check box, but you can edit their filters while that is unchecked (and they're hence invisible).