When you have logged into Google Analytics go to the little gear icon at the bottom of your Analytics sidebar. This will take you to the admin area.

You will need your IP address before you start. This is a series of numbers and to find it simply type "What is my IP address" into Google. It will look something like this

2005:7004:603c:76000:48da:348f:5395:65b8

Make sure you are looking at the website you want to set this up on and then go to the third column which is All Website Data. Scroll down and click on Filters and click on Add Filter