The place-before=0 means “place it before the first item of the rules”, if you have no rules, I think it is normal it will give the “no such item” error.
If the command (without the “place-before” option) runs correctly, you can check it with:
/ip firewall filter export
But if the whole setup does not work, there can be tens of reasons why, follow these instructions:
http://forum.mikrotik.com/t/forum-rules/173010/1
and post your full configuration so that it can be checked.