burt, welcome to FF.
what you're requesting is on the wish list, bundled groups. and when i say 'on the list', i mean that the FF team has acknowledged that such a feature is intended for incorporation at some point.
and as for currently, the only way is to cut and paste the whole component tree you want, copy and then paste that whole lot into another filter. the nice thing is, if you drag a box around all the components and connections you want and hit 'copy', you can paste in another filter, new or existing, and it'll drop the whole thing, connections included, into that 2nd filter.
If wishes were horses... there'd be a whole lot of horse crap to clean up!
Craig