I'm a bit sceptical about what you are trying to say, I'm not saying it isn't true what happened but that a "thin" filter would have make a difference.

Like Technoblurb says:
Normal screw-in filters are not designed to take an impact blow so I don't know where that idea came from?

This what B+W says about their protection filter.
Am I being thick now?

Don't worry Glover I just learned how to use it link

Here is a good read Glover http://www.luminous-landscape.com/columns/sm-feb-05.shtml

And what Mike means just do a search, here take a look you aren't the first and the last one to ask link

Glover this is indeed a can of worms like Mike says, it has been discuss quite some times now.

UV filter will have limited effect on digital because there is an UV filter in front of the sensor, so basically you've a piece of glass in front of your lens making flare more of a problem and costing money while it does nothing.

As for protection, I always show this video, don't worry it's a Canon lens
link

As the video shows the coating of a lens is quite hard now what will happen if you did this with a filter on it, filter shatters, shatters of the filters are sharp and hard and you get scratches

There are of course exception, those are sandstorms, salt water or other chemicals for the rest use your hood, far better protection

Glover with normal filter use your shoe
I'm serious here, place the sole of the shoe on top of the filter apply some pressure and turn the shoe, with some luck the rubber of the sole catch the filter and turns it so off.
You can't use it with a polarizer because that filter turns in the filter mount.

And here is another tip, lasso a electrical-cord around the filter and use that to turn it.
Most of the time you can't get it loose with your hands because you apply uneven pressure on the filter so basically you make it oval and therefore making it even more stuck then it really is, with a cord the pressure is even, keeping the filter round and that should help quite a bit.

Build-in flash isn't very powerful, it might be it was hitting the limit of would it could do and came to the correct exposure when you use a larger aperture. Only speculating here.

With the build- in flash and with the Samsung flash simply use Manual mode for your camera and P-TTL mode for your flash.
The P-TTL will make sure the exposure will be correct, if the flash is powerful enough to do that.

In Manual mode you've 3 ways to control the photo with a flash.
Shutter-speed = controls the amount of ambient light in your photo flash light stays the same. So if the flash is very hard in the photo you can soften that up for example by using a longer shutterspeed or you control the background with that. The flash does not reach all that far and gets weaker the father away it gets so a background needs to have it from the ambient light, with the shutterspeed you control that.
ISO + Aperture = controls the flash light and ambient light, if the flash takes long to recharge or your photo is under expose you need to use a bigger aperture or higher ISO.

In very shot.
Shutter-speed = balance between ambient & flash light.
ISO/Aperture = Exposure ambient & flash

Now I'm forgetting flash power but P-TTL mode will take care of that if it works correctly.

This applies for everything indoor, outdoors it does not matter.

This might not help you much so I'll just tell you how I shoot indoors with a flashgun.

-Camera-
Manual mode
1/100 shutterspeed (don't ask me why see what works for you)
Aperture f/4 is good for portraits if you can't make it use the lens wide open.
ISO 200 and if the flash does not recycle fast enough ISO400

-Flash-
P-TTL mode
Aimed at the ceiling if you can do that for softer light.

First the easy one and that's the firmware.
Hold down the MENU button and power on the camera, you will see the firmware version on your screen.

Now the filter, that's quite a problem, one reason to get B+W filters
Since the filter turns you can't get a good grip, so move a rubber band around the filter that does not turn it will give you better grip.
If that does not help put it in the freezer, the metal filter will shrink more than the plastic lens making it easier to loosen it.
If that does not help get these link
If that does not help then I don't know either, camera repair shop is then an option.

In what mode, flash and camera???
If you use it in manual and you open up the aperture then of course more light comes in ambient and flash if the flashpower doesn't change that is.

As for the shutter-speed if your flash is powerful enough you can use shutter speed of 1/10 and get perfectly sharp photos as long as the flash overpowers the ambient light a lot. the flash only takes 1/10.000 of a sec the rest of the shutterspeed is only controlling the amount of ambient light hitting the sensor, makes sense?

But we really need to know more to help you.
What flash are you using and in what kind of conductions, indoor in a room in a big hall, outdoors?

I just notice my wonderful English, I hope it's understandable

Basically for Av the camera will not stop down the lens so the aperture stay at the setting that it is.
That means that if you've a stop down lens that normally close down when you press the button that that not happen so you shoot with the lens wide open, when the aperture close when you use the aperture ring then the Av mode work as it should.

ps. Good one Matt, I forgot the Shake Reduction

Just notice I'm over the 5,000 posts and I just learned how to use the search engine here
You see I'm the living prove it needs to be made more user friendly

But in all serious how do you search for multiple words?
For example, when you fill in Cokin Filters it will search for Cokin or Filters what I mean searching for Cokin and filters, can that be done?
Now we are at it, can't someone make a tutorial on how to use the search engine?