Tiffen UV Filter Glass Rattle
I've had that happen, and I am not aware of any problem related to it. However, if it bothers you, look at the front of your filter and notice a ring that screws into the threads in the front inside of the filter collar. These are the same threads you would use to stack another filter in front of the one you have. On my Tiffen filters there are two opposing notches on this ring which you can use to obtain purchase on the ring in order to tighten it down against the glass element. That should stop the rattling.
Glad I found this five year old thread... the same thing happened to my Bower filter today, and I wasn't happy haha. Now it's fixed.