Custom views allow you to save away a filter that you use frequently. To create a custom view, click on "Albums->Add Custom View". The settings on the custom view screen are the same as specifying a temporary filter. Refer to Advanced Filters to learn more about how to define the filter.
Once the custom view has been created, it will appear above your albums on the All View.
To remove a custom view, right-click on it in the All View and choose "Remove Custom View".