It takes in a GenericEN array (at the moment with the maximum size of 1), the GenericKey is the custom field id, and the GenericValue is the values to look for (if it is a list as in this example):
List<GenericEN> customFieldsFilter = new List<GenericEN>();
customFieldsFilter.Add(new GenericEN() { GenericKey = "1", GenericValue = "1|2" });
issueFilter.CustomFields = customFieldsFilter.ToArray();

I think I must be missing something - the line below generates a whole load of errors (in the list at the bottom of the post) - is there something else I need to add/do? I have highlighted the errors in the code.

customFieldsFilter.Add(new GenericEN(){GenericKey = "1", GenericValue = "" });

) expected
; expected
Invalid experssion term ','
; expected
; expected
Invalid experssion term ')'

It is .NET 3.5 syntax. Just create a new GenericEN set the properties and add it to the list:
GenericEN g = new GenericEN();
g.GenericKey= "1";
g.GenericValues = "1|2";
customFieldsFilter.Add(g);

Ahh, so the thing I was missing was .NET3.5!The second bit of code you gave worked nicely - a warning for others, when using IssuesFilterEN, make sure you set one or more project ID's otherwise the filter will return 0 values.Working code below:            //create instance of the issue class            IssuesService issueService = m_smProxyManager.IssuesService;                        IssuesFilterEN issueFilter = new IssuesFilterEN();            issueFilter.ProjectID = "3";            List<GenericEN> customFieldsFilter = new List<GenericEN>();            GenericEN g = new GenericEN();            g.GenericKey = "2";            g.GenericValue = "00042196";            customFieldsFilter.Add(g);            issueFilter.CustomFields = customFieldsFilter.ToArray();            String summary = "";            IssueEN[] issueList = issueService.GetFilteredIssues(issueFilter);            foreach (IssueEN issue in issueList)            {                summary = summary + issue.IssueSummary + ";";            }            int c = issueList.Length;

Glad all is working now.
Many thanks for sharing your code.