Colophony is a sensitiser. In that you MAY become sensitive to it with regular continuous exposure. How long it takes for you to develop a sensitivity to it varies from person to person. Some people can work with it day in day out for years and never have a problem, others only need a few light doses and they're reduced to fits of wheezing and coughing.
At work when we solder (which isn't nearly as often as it used to be) we're supposed to use extraction, but we can rarely motivate ourselves to use it because of the horrendous noise the extractors make. I've often thought you could home-brew a better option.
To my mind you want to move a very large volume of air at a relatively low speed. Moving it fast makes it noisy. Unfortunately to move lots of air, you need a big fan, big blades, and a fairly slow speed. These things are fairly uncommon.
I don't really see the value in filtering the fumes (unless you're extremely environmentally minded), I'd just exhaust the fumes to the outside world. Ok it's not enormously environmentally friendly, but a few people soldering in their garage or shed isn't the end of the world. Encourage your local smoker to give up for a day if you're that worried. A filter just means you need greater pressure from your fan to drive the air through it anyway.
CS