Ok,
A GM = GameMode, Game mode is the file that have the principal thinks.... A filterscript, is an adictional script, like an admin system, some map...
To add a filterscript, you go into samp.cfg and in filterscript line you add the name of it!
By the way, filterscript and scriptfile is DIFERENT... A Filterscript is a script for example to register/login, the scriptfile, will save your stats, password and this....
It's like: The filterscript is a pena nd the scriptfile a notebook!
Filterscript do something and the scriptfile will save.... it can be used too to save houses, cars, bizzes and more!
Hope you understund

By the way you could read some toturials! And Do Wiki toturials!