Not nice! Might sound silly but was there a protective film on the filter? I bought a fairly cheap one and I could detect no difference with it on or off the lens. I bought it to protect the lens and on at least two occasions it has done the job, the last time was when I was frantically trying to get out of the car to get a shot of an Owl, and scraped the lens on the side of the door. No damage to either the filter or the camera lens thank goodness.
Den
Den