You have defined only one message filter and there are 6 of them in Mode 0 (assuming you use Mode 0). By default, filters and masks are setup so that they allow all messages through. In your case, RXF0+RXM0 will block certain messages but other filters (RXF1-RXF5) will allow them so in the end you still receive all messages. You need to configure all filters to the same value if you want to filter specific messages (also also set both masks to the same value).
If you are using Mode 1 or Mode 2, there is a set of special registers available (RXFCONn) where you can enable/disable each filter as required.