A weir sounds like quite fast running water, so you would get a good amount of blurring using 1/4sec. As has been said, on a dull day you could get that with a high f/number and low ISO, but you'll need an ND filter to get a really misty effect with 1 sec. BTW, f/22 is bad news for diffraction especially with wide angle lenses - it kills sharpness.
There's another thread currently on here about fogging effects when using an ND filter. Basically, it's light leaking in through the viewfinder which finds its way on to the sensor by squeezing past the tiny gaps in the piggy-back mirror used for AF, into the mirror chamber and on to the sensor. It only shows up with very long exposures (several seconds) in bright ambient light, but make sure you cover the viewfinder, or at least shade it, during long exposures with an ND filter.
Edit: link to that fogging effect thread, when using ND filters.
http://www.talkphotography.co.uk/forums/showthread.php?t=130056