Your Wemo device has two network interfaces. One for setup, and another for connecting to your Wi-Fi®. When your Wemo device is in setup mode, the network facing interface is disabled and the setup interface is broadcasting. When you successfully set up your Wemo, the setup interface turns OFF and the network facing interface is enabled. At the back of your Wemo device (front for the Wemo® Light Switch) is the MAC address for the setup interface. This will help you in determining what Wemo you are connected to during setup.

If you are familiar with adding hexadecimal numbers:
The MAC address of the network facing interface is one digit higher than the setup interface's MAC address. If you are comfortable in adding the hexadecimal format, just add 1 to the last digit of the MAC address on the label to the MAC filtering safe list on your wireless router.
If you want an easy way:
The easiest method is to temporarily disable MAC Address Filtering on your wireless router and add the Wemo devices.
Step 2: Turn OFF MAC Address Filtering and reboot your router.
Step 4: Log back into the administrator interface for your router and locate the MAC address it has listed for your Wemo. Add this to your MAC address Filter safe list. After that, you can turn MAC Address Filtering back ON and reboot your router again.