I think the answer is the same as your CSV export question, ie the filters do not apply to the export. It just dumps out all possible columns.
Also, the HTML report from the ANTS Performance Profiler call tree does not work in Internet Explorer 6. I think it needs a minimum of 7 or you get
Could not get the display property. Invalid argument.
I do realize the requirements page says IE 6. I have already tried to get this changed once.