Fanboy:
save the urlfilter.ini file into,
(XP/W2K) C:\Documents and Settings\"your username"\Application Data\Opera\Opera\
(Vista/7) C:\Users\"your username"\AppData\Roaming\Opera\Opera\
(OSX) /Users/"your username"/Library/Preferences/Opera Preferences/
(Linux/BSD) /home/"your username"/.opera/