I suspect Rick doesn't mean protection filters (Uv filters) as there is a whole long, boring debate about their worth much akin to the debate about if it is correct for the toilet paper to dispense from over or underneath the roll.
He would be talking about something like the Cokin P series filter system (or Z). It is an bracket you attach to the
lens onto which you can then slide sheets of glass (or similar) that have tinting (much like sunglasses) to reduce the glare of the sun. Specifically for sunsets / rises, he is talking about graduated filters, which at the top are darker graduating to clear at the base - that will even out the
light balance between top (very bright sky) and bottom (darker ground, often in shadow).
Without these, a hood is a must..
Scotty