Filament is loaded into an extrusion apparatus, such as a three-dimensional deposition modeling machine, by inserting a cassette containing filament into the apparatus. A filament strand from the cassette is then advanced into the machine, such as by operating a thumb wheel or a follower wheel on the cassette. The filament loading method of the present invention provides a convenient manner of loading and unloading filament in a three-dimensional modeling machine, and can be implemented in a manner that protects the filament from environmental moisture.