If a web scrape fails returning a message starting "A filter must be supplied..." the method requires that a filter parameter defining what data to extract from a web page is provided.
To create the filter parameter put your cursor where the filter should go, the code complete message should indicate were this should be. Then click the filter button.
An example of a scrape instruction with a filter parameter, is shown below. Note that this filter will change based on the web page you are extracting data from.
Page.getTagValues({"position":1,"tag":{"equals":"td"},"attribute":{"equals":"data-label"},"parent":{"tag":{"equals":"tr"}}});