Cactivedataprovider With Cgridview Filter

I've spent hours reading forums etc. trying to see how to use a filter in CGridview when the dataProvider comes from CActiveDataProvider.

It's so easy when you just say:
'dataProvider'=>$model->search(),
'filter'=>$model,

I don't understand why it doesn't work when the data provider is created from CActiveDataProvider. Surely it is possible, but the forums that talk about this seem too complicated and say different things. If someone could please post a very simple example (just one column grid even) of how to set this up I (and many others I expect) would be incredibly grateful!