Hi Matt.
Dave and Alby has only just taught me about them on Sunday
You need one of
these mate.
This is the exact one I bought.
You get the holder which holds the filters, and an adapter ring to fit your lens. You need to check what size the thread is on your lens.
Then you just buy different adapter rings to fit different lens's. (If of course the thread size is different).
Then the filters. I've ordered one of
these. An ND8, which blocks some light, hence letting you use slower shutter speeds.
You can get lower number ND's, which let in more light.
Dave and Alby were using them on the water and long exposure grass shots.
Does this help?