On my SD1100, I haven't been ablre to reliabley do that.
There is the command, and there is a property, but it does not always work.
if works if you set the nd filter and hoot straight away, but not if you do other things (such as sessing exposure time). The problem is, if you force the ND filter then you interfere with the camera's exposure calculations and then you HAVE to set exposure time.
I had to resort to taking the ND out ALWAYS via the CHDK "extra photo operations" menu.
And this is not what you are looking for.
BTW, everything here is VERY camera dependant.... What camera are you using?