Are we talking about the MG here?
Many autoparts stores sell "wrenches" that are designed to fit over the top of the filter with a square hole in the center to accept a 3/8" or 1/2" drive ratchet. Also, there are adjustable strap wrenches that give pretty good leverage.
On several occasions, I have used a large screwdriver and banged it through the skin of the filter, allowing me to use the screwdriver as a lever to loosen the sucker up. This has the very significant drawback that once you have pierced the shell of the filter, it will be impossible to drive the car until the job is successfully completed. Well, impossible to drive it very FAR, in any event!
I have always used a Phillips head for this purpose, though I don't suppose the filter really gives a damn.
Another alternative is to play Mickey the Dunce and take it to JiffyLube and just say sweetly to the attendant: "How long will that be? I'm in kind of a hurry."
As an aside, it is always wise to spread a thin film of oil on the gasket of the new filter to reduce the likelihood of this happening in the future. Also, don't overtighten the new filter. It only has to be tight enough not to leak, not tight enough to set a new world's record in newton/meters per pico/curie.