Its in norweigan, but just click the buttons i tell you to!
First, go filter and then in the bottom are go "Filter all layers"(Obviusly...)
Search for the filter in the way you feel is apropriate.
In the example i searched by name for the gaussian blur filter.
When you have your filter click "Apply constant"
Now this is where the filter options should pop up, if they dont then you have done something wrong.
Just start over!
Then, this popup window should... popup!
and then you just click continue!
It should now go trough all layers and apply the filter to each separate...
When the process has started, go get yourself something to dring maybe grab a snack because this could take a while if you have 500 layers!