Okay, now that I'm working on my home computer and having read the Adobe forums relating to this issue, I see where all the confusion is stemming from. Here's what I did:
I opened a raw file, made some quick adjustments in ACR and then invoked Photoshop.
I opened my Filter menu, selected NIK Tools and then selected one of the presets.
In this case I chose the Tonal Contrast filter and when the filter opened clicked on the "Brush" button.
My file then opened in Photoshop with a duplicate layer/black layer-mask created (as I would expect).
A new dialog box from NIK Tools hovers over my image with four buttons at the bottom: Paint, Erase, Fill and Clear.
I select "Paint" and Photoshop's Brush Tool is automatically invoked.
I then "painted" the selection I wanted with the Brush Tool which, of course, selectively applied the Tonal Contrast filter and then...
And this, I think, is the critical thing...
A NIK Tools dialog box popped up saying, "You are in the selective editing mode. Click 'Discard' or 'Apply' to return to Photoshop's normal functionality."
That's NOT an error message; it's just an instructional dialog box. It's also what appears to be driving people nutty over on the Adobe Support forums.
I clicked on "OK" to exit the dialog box (about being in selective editing mode), then clicked "Apply" in the NIK Tools dialog-box and... Voila! The Tonal Contrast filter has been applied, selectively, and I'm pretty much done. I'm now back to plain-vanilla Photoshop with the edits I wanted brushed onto the image on a layer mask.