I used a poly filter on my Hitachi-- though it that case was to solve a lack of red, so it was a CC40R filter. I don't think the heat is going to melt any plastic filter, B&H sells a Cokin resin filter, but you'll have to figure out a way to mount it. In the case of the colored filter, I cut the top of a ketchup bottle that was just the size of the lens (the Hitachi had a very large lens) so it just slid over the lens, glued the filter to the lid and it worked slick.
I'm not sure Coderguy can tell you which ND filter to use because it depends on how much you want to cut the lumens. A ND filter is grey and cuts the amount of light-- in photography it's by f-stops. Each f-stop cuts the amount of light in half. Basically your just reducing the light output from it's lowest level of 839 lumens to 400 or 500 lumens, but that depends on so many factors-- the size of the screen, the distance the projector is from the screen, the amount of ambient light, etc.
If the projector puts out 840 lumens at the dark room setting, and you have a 100" screen, the light at the screen will be about 30 fl. It is recommended you have about 13-15 fl in a theater setting (compeletely light controlled) so you could cut the lumens in half and have about the right amount of light. I would think a ND filter that is rated to reduce the light by one f-stop might be enough.
If you're going to be moving the projector around to friend's houses, I don't think you're going to want to cut the light output below the lowest setting, since you're probably going to be in an environment that won't allow complete light control.
In my situation, I have a dedicated room, with the walls and ceiling painted near black, but I have one window, so during the day there is a small amount of light In this setting, I could use a ND filter and it would help the apparent black levels slightly.
I haven't got the projector yet and as Coderguy has said, you should run the projector for 100 hours or so before you get to involved calibrating it, since the light output will change during that time, at least that was my experience.
If you haven't, read the thread I posted at the top of this page. Some of the same questions have already been asked.
As soon as you get into a room that has ambient light, black levels go out the window. Then you get to wow people with how bright the projector is.