It's true that filters will screw into the eyepiece and then put them into the barlow. It doesn't degrade image quality - it'll just change the focal point slightly so you'll have to refocus.
What type of scope and barlow do you have?
Some SCT/reflector owners might screw a filter into the diagonal, so they can change eyepieces without having to screw on the filter again.
Hope i've answered your question.. and btw,
to the forum! All the way from Portugal! How did you hear about us?