Click the 'Add Rank' button. This will append the following to your filter's query:
GreenHopper automatically creates a custom field called Rank, of type Global Rank (see GreenHopper JIRA Configuration). Please ensure that your JIRA instance contains only one custom field called Rank, and that the Rank field is assigned to the global context (i.e. not to specific issues or projects).
Screenshot 1: the 'Board Configuration' screen — 'Filter' tab, with Ranking currently not enabled (click to enlarge).