I added a theme override function called phptemplate_views_filterblock in order to get custom CSS IDs for each of the fieldsets in which the view's exposed filters are contained.
I copied the function's code exactly as it was in the module, adding to the first loop (foreach ($view->exposed_filter as $count => $filter) ) the following line:
'#attributes' => array('id' => 'filter-' . $count), // giving each fieldset a unique div id
Would you consider adding that to the next version of the module? Also, would there be an easy way to get the items inside the fieldsets to also have id's? That way, theming them would be ridiculously easy.
Thanks again for the great module!