Step 1
Open up Photofiltre and a new image document.

Step 2
Using the Selection tool make a selection the size that you want your shape to be.

Step 3
Now to make the shape, go to Selection >> Set Shape and choose whatever shape you want the shape to be. I chose Ellipse.

Step 4
To fill it, choose the Fill tool and fill it in with whatever color you want.

Here’s my shape: