Not Filtering

Also the page that pops up with all my products shows all the woocommerce product filter info at the top of the page AND on the sidebar.

Which permalinks am I changing and what am I changing them to?

My current Post Name is NOT ticked and looks like this:

http://www.moonlightmattress.com/sample-post/

Should I tick it?
And what should I change it to?
And then do I untick it?
Sorry, I have no idea what permalinks are or do.

Sending me a demo page does not help me at all.
How do I change my Permalinks page?
Here it is:

Default http://www.moonlightmattress.com/?p=123
Day and name http://www.moonlightmattress.com/2015/04/13/sample-post/
Month and name http://www.moonlightmattress.com/2015/04/sample-post/
Numeric http://www.moonlightmattress.com/archives/123
Post name http://www.moonlightmattress.com/sample-post/
Custom Structure http://www.moonlightmattress.com
Optional

Category base
Tag base
Product category base
Product tag base
Product attribute base /attribute-name/attribute/
Product permalink base

Default http://www.moonlightmattress.com/?product=sample-product
Product http://www.moonlightmattress.com/product/sample-product/
Shop base http://www.moonlightmattress.com/shop/sample-product/
Shop base with category http://www.moonlightmattress.com/shop/product-category/sample-product/
Custom Base Enter a custom base to use. A base must be set or WordPress will use default instead.

I added the code you suggested but it made no difference. All the products show up for every filter.

Default http://www.moonlightmattress.com/?product=sample-product
Product http://www.moonlightmattress.com/product/sample-product/
Shop base http://www.moonlightmattress.com/shop/sample-product/
Shop base with category http://www.moonlightmattress.com/shop/product-category/sample-product/
Custom Base /shop/%product_cat%