In reply to Timmd:
There are two kinds of filler: Decorator's caulk, which is an aqueous paste that never quite hardens and so retains some flexibility, great for filling small cracks between materials with differential expansion such as window frames and walls. It's easy to use, good when finished off with a wet sponge and hides a multitude of sins.
The Polyfilla type, which is plaster of Paris or as close as dammit; can be sanded smooth and is great for filling dips and holes in flat surfaces but not cracks where there's movement or sanding will be awkward.
Both will stick well to clean dry gloss paint in my experience. The best tool you can buy for spreading Polyfilla is a nice springy flexible decorator's spatula.