Yeah, the 2 CP filters didn't work at all for me. Perhaps I'm not doin' it rite.

So anyway I went and asked at Jacobs about prices for ND gear and I ended up buying on the spot!

I got a Cokin 52mm adaptor plate, a filter holder and a Cokin ND8 filter, all for the rather small sum of £42!

The kit looks a bit large and unwieldy but it doesn't feel that way once it's on the camera. The construction is solid but not heavy. I've got my CP filter between the ND and the lens, so I can still spin the ND filter around to make sure my CP filter is orientated correctly. Actually it makes the CP easier to manipulate because it's a larger item to grab hold of.

And another little bonus is that the small amount of added weight on the front end should help to reduce camera shake slightly.

Comparison photos here...
http://www.flickr.com/photos/adamneilward/4500646902/

So Pena, I'd recommend the slot-in type actually, it's not as much hassle as I thought it'd be.