From my tutorial "Display Only Certain File Types - Blender 2.6 API" (http://wp.me/p1V5ge-190)

FilterFiles.py

from bpy.props import StringProperty
from bpy_extras.io_utils import ImportHelper


class LDRImporterOps(bpy.types.Operator, ImportHelper):
    """LDR Importer Operator"""

    bl_idname = "import_scene.ldraw"
    bl_description = "Import an LDraw model (.ldr/.dat)"
    bl_label = "Import LDraw Model"
    bl_space_type = "PROPERTIES"
    bl_region_type = "WINDOW"
    bl_options = {'REGISTER', 'UNDO'}

    ### BEGIN LINES FOR YOU TO ADD ###
    # File type filter in file browser
    filename_ext = ".ldr"

    filter_glob = StringProperty(
        default="*.ldr;*.dat",
        options={'HIDDEN'}
    )
    ### END LINES FOR YOU TO ADD ###