Hi
How are you opening the Filter Gallery?
The First Command in the Filter menu is the last filter used, and it sounds like this is what you may be opening (even if you are selecting something else.) The keyboard shortcut used to be Cmd+F and was later changed to Cmd+Alt+F. (I don't remember what is was in PS CS6.)
Make sure you are not choosing the first command for most recent, and if you are not, then please show a screen shot of your Filter panel so we can see what you are seeing.
~ Jane