Ensure your header row(s) are in <thead></thead> tags, your data row(s) are in <tbody></tbody> tags, and your footer row(s) are in <tfoot></tfoot> tags. The plugin only filters tbody rows, but if you do not specify thead, tbody, tfoot, the brower puts all of your rows in a tbody block.
The plugin will not show for tables with fewer than 8 rows by default. To have the filter feature always appear, set the minRows option accordingly. For example:
$('table').filterTable({minRows: 0});
Or see the minRows example page.