Jim,
You didn't state what DIR-615 H/W revision you have, but for the Cx rev, they list the following for the 3.11NA firmware release notes:
¤ Change MAC address fields to allow beginning values other than 00 (eg: 08:00:46:EE:D1:C8).
Perhaps you need to update your firmware? If the router's webpage says FW is up to date, you may need to manually download it from d-link & install over a wired port.
FWIW, MAC filtering is next to useless as far as security goes. Any 2-bit hacker worth his salt can circumvent it (i.e., spoof/clone the MAC addr). Your best bet is to use a WPA2/AES encryption setting w/ good pass phrase & call it good. Once you have a strong encryption config, MAC filtering is moot.
HTH