Nested smart objects?

I'm new to Photoshop and I find it really amazing, but certainly it has a very steep learning curve.
My problem now are smart filters.
I'm trying to apply them to smart objects, but the problem is that all filters applied to a single layer seem to share a common mask. Somewhere I've read that a solution to this problem might be nesting smart objects so that every object has its own mask.
Anybody could please help me in doing this (or suggest me some other solution)?

Thanks for your help,
Mauro

I'm new to Photoshop and I find it really amazing, but certainly it has a very steep learning curve.
My problem now are smart filters.
I'm trying to apply them to smart objects, but the problem is that all filters applied to a single layer seem to share a common mask. Somewhere I've read that a solution to this problem might be nesting smart objects so that every object has its own mask.
Anybody could please help me in doing this (or suggest me some other solution)?

Thanks for your help,
Mauro

You're first object has a mask which you can work on.
Convert that to a smart object. Apply a filter. Now you can work on that mask.
Convert that to a smart object. Apply a filter. Now you can work on that mask.
etc...
Double-click on the icons in the layerpanel to go back to previous objects.

It's simple, and it works.
Thanx