Goodness that took some resolving! One thing about filters is that if the quality is not as good as the glass on your lens then your money is wasted. For bird photography I never use a filter and use the lens hood as protection.
As for focusing I am surprised no one has mentioned AI servo. This it the tracking focus and is present in all modes on the 350d. I use the 350d and the 400mm f/5.6L and there is nothing wrong with its sharpness. It is the sharpest lens on the market.
As for isos with this lens I have rarely had to use any iso higher than 200 as it is fast and lets in alot of light. As others have already said practise is most important as are your camera settings as the correct aperture will also affect your focusing. This lens is very good wide open providing the compensation is right. I think alot of people struggle because they are overexposing. It is surprising what an extra stop under exposed can do to focus.
A shutter speed of 1/500 is plenty fast enough for still/perching birds and 1/800plus for birds in flight. Increasing the iso will only lead to degradation of picture quality and should be avoided. Practise is the real key. I have taken the photo below just now of a siskin on a feeder. it was taken through glass with the feeder swining in the wind. Taken at iso 200 f10 (to narrow field of focus) shutterspeed 1/800 and although there is some loss of quality due to filthy windows it is perfectly sharp. This was handheld and is perfectly attainable by anyone.
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