You don't. A filter is what's known as a "destructive edit" in that it is applied to the pixels permanently.
Layer styles, on the other hand, CAN be changed or deleted later.
It's always a good idea to make different versions of your files as you change them just in case you have to undo a few changes later.
Also, try to get in the habit of duplicating the original layer and filtering the copy. You can always disable the original layer's visibility if you don't need to see it, but it's very handy to keep around.
thank you for the reply. Well it's kinda sad, because you can edit anything applied in a layer in Final cut pro and After Effects. It would be great if we could do the same in Photoshop. But anyway thank you for the tip...