Are you playing the thing in an internal player of the editor? In most proggies, when adding a filter like this, for a defective behaviour, in some cases, you need to actually render, or compile or how you prefer to call it, to a video format and codec, be it an avi, mpeg, etc, with whichever the codec, as usual.
As that can be just some editor glitch, but internal data is working ok, and will compile as you wish the effect to be. Happens in many video editors, sadly.
Edit, of course, what I mean is: render the avi, then check from the folder, externally, not from the software. Just double click and see what happens with the effect.