Cokin makes both square and circular filters. Currently, Cokin offers the A-series, P-series and X-Pro series. The selection of a series is based on the lens thread size you have. The A-series can support up to 62mm, the P-series supports up to 82mm, and X-pro series can go even larger. For our purpose, only the A-series and P-series are important. Each series has its own filter holder, adapter ring, and filters. Cokin also makes a A to P Adapter that permits the use of A-series filters on a P-series filter holder. Currently, Cokin offers more than 160 filters. Click here si reach Cokin's site. There are other square filters makers such as Lee and Singh-Ray.
Both the A-series and P-series require the following to use Cokin's square filter system: a filter holder and an adapter ring. In the image below, the center subjects are a filter holder and gradual neutral density filter, the right object is an adapter ring, and the left one is a lens cap.
The first thing to do is to insert the adapter ring into the only slot in the back of the holder as shown below. Then, push the adapter ring all the way down into place.
Once the adapter ring is in place, you can mount the holder/ring combo to your camera. The adapter ring thread is important for you to use a minimum number of step-up rings. Otherwise, the holder will be pushed away from the lens and vignetting is possible. The left image below shows a 4500 with a Cokin A-series holder. The adapter ring is a 46mm one because Nikon UR-E7 28-46mm step-up ring can do the job with one ring. The middle image below shows a P-series holder and a 72mm adapter ring are used on a WC-E63 wide angle converter. The right image shows a P-series holder and 62mm adapter ring on the 5700 with the help of Nextphoto Coolfix adapter tube. Note that when using the Coolfix 5700 adapter tube, you have to adjust the tube length so that the holder will not cause vignetting and/or the lens will not bump into the mounted filter causing the Lens Err message.
Each Cokin filter holder has four slots for mounting maximum four filters. The inner-most one (i.e., the one closest to the holder surface) is for a polarizer. The following image shows a P-series (larger) and a A-series holder (smaller). It is clear that each holder has four slots.
The following images show the way of using filters and cap. The left one shows a linear polarizer mounted on a A-series holder using the inner-most slot. Note that Cokin linear and circular polarizers are in circular shape. They are rotatable when mounted in the inner-most slot. The middle one has a gradual neutral density filter on a P-series holder with the darker side up and clear side down. You can rotate the holder and move the filter in the slot to fine tune the position of the filter. This is very convenient when using gradual neutral density filters. The right image has a lens cap on the filter holder to protect the lens.
For the 5700, the P-series filter holder may be more convenient because it can support larger thread size. The left image below shows the use of Nikon's 67mm adapter, a Cokin 67mm adapter ring, and a bluish filter on a P-series filter holder. The right image shows two filters, gradual fog and gradual sunset, mounted on a P-series filter holder, which, in turn, is mounted on a Nextphoto UR-E8 to 72mm adapter.
If you like near infrared photography, you can also use the Cokin system. Kodak has 3"×3", 4"×4" and 5"×5" gelatin 87, 87C and 89B filters. These gelatin filters are square filter and need a special filter holder. Cokin has a 3"×3" holder for the A-series and another for the P-series. The left image below shows a disassembled P-series gelatin filter holder, and a Kodak Wratten 87C 3"×3" (75mm×75mm) filter. The filter should be placed int the middle of the holder, The right image mounts this holder and the 87C Wratten filter into a P-series filter holder, which, in turn, is mounted to a WC-E63 wide angle converter lens.
You may have already owned many A-series Cokin filters, and plan to use the P-series holder with the 5700. Are your A-series filters all obsolete? No, most of them are still usable, and the solution is the A to P Adapter. The A to P adapter is simply a A-series filter holder used as a P-series filter. The left image below is the Cokin A to P adapter. It is inserted into a slot, preferably the inner-most slot, of a P-series holder as shown in the middle image. Then, the combo is mounted to your camera. In this way, you can use A-series filters with your P-series holder. The right image shows a A-series split-field filter in the A to P adapter. In my experience, most Cokin filters that have a circular opening, polarizers included, may cause some vignetting near the corners when the 5700 lens is zoomed all the way out to 35mm (35mm equivalent). However, zooming in a little can remove this unpleasant vignetting.
Many digital cameras have no filter threads and have no adapter tubes to use. Cokin has a very interesting product for these cameras, Digi-Holder, which is shown in the left image below. Note that your camera must have a tripod hole to use Digi-Holder. The filter holder portion can be flipped up as shown in the middle image. This filter holder accepts A-series filters and also has four filter slots for maximum four filters. There is a flexible rail system for a user to move the tripod-mount like screw around so that the camera lens can be positioned at the center of the filter holder. The right image below shows a Coolpix SQ mounted on the Digi-Holder with the lens aligned at the center of the filter holder.
You can use up to four filters on the Digi-Holder. The left image below shows a Cokin circular polarizer and the right one has a gradual sunset filter.
This Digi-Holder does help many users use filters with their cameras that have no filter threads.