Very nice video, enjoyed it! Good job with the digital zoom.
Note that a filter won't change anything in this case. You'll dim the light, the shutter speed will compensate, and the image will look the same. The reason is the high contrast between the dark water and the bright snow. The camera's autoexposure aims for medium gray, which in this case is too bright for the dynamic range of the sensor, and the higlights get blown out.
You can always adjust the exposure with the right dial on the front of the controller. Use the histogram feature, and there is also a feature that highlights overexposed areas in the preview image with diagonal stripes. If you use that, it will be obvious when exposure compensation is needed. The water may become quite dark then, but that isn't the problem in this scene, is it?