You need the filter, the filter holder, and a lens adapter that puts the holder onto the lens.
If you might use several lenses, you might look at more than one adapter ring, or pick the biggest size one you might need and use step up rings.
_________________Canon DSLRs: 7D2, 7D1, 5D2, 1D, 600D, 450D full spectrum, 300D IR mod
Lenses: EF 35/2, 85/1.8, 135/2+SF, 28-80 V, 70-300L, 100-400L, TS-E 24/3.5L, MP-E 65, EF-S 10-18, 15-85
3rd party: Zeiss 2/50 makro, Samyang 8mm fisheye, Sigma 50/1.4A, 150 macro, 120-300 f/2.8 OS
Compacts: Sony HX9V, Fuji X100.