Is it possible to be able to add filters to your e-mail. I have looked in the webmail and it does not provide any way to create filters. How else should I go about this?

You can do this through your Control Panel -> Mail -> E-mail filtering

Are you referring to the Helm Webhosting control system? If so, I don't have any mail option. Upon looking up my domain, I have e-mail accounts, but it does not have any filtering option in their either.

No, I was talking about CPanel at the Linux-based hosting.
Unfortunately, you can not use mail filters at hte Windows-based hosting accounts.

At the time of setup, I did not know that there was no filtering on the windows plan vs. the linux plan. I would prefer to have the plan that would provide me with a way that I can filter my own mail as I would wish. Before I try to get my hosting services moved over to a different os server, does the filtering allow you to control more than what is just accepted on your mail server. For example, on my previous service, I would create a filter that would forward all messages that fit a specified criteria to a different folder in that mailbox or to another mailbox completly. Does your filtering allow this?

Yes, it does.

How would I go about getting my domain hosted on a Linux setup instead? I don't think that it should cost me any extra, because I did not know about the filtering option. It isn't listed in the list of features and I do not know of a system that does not have filtering on it in the first place.

thank you,

Ok just open a ticket and tell your domain name and contact email address
Linux hosting account will be set up asap