Ja, what you are describing will generally fall within the realm of acoustic feedback caused by one variable or another.....the trick, sometimes, is being able to determine which one is causing the problem. Some good points have already been made, so we could really use more information about your system. Specifically, I'm like
@Blast above who was confused by the engaging of the low frequency filter causing things to get worse??? Sometimes it's a little difficult to tell if pushing a button in activates or deactivates a particular feature, so is there a chance that you were actually deactivating it? If working properly, those filters will keep any of the culprit, subsonic frequencies from reaching the speakers and cause at least a reduction, if not cessation, of the rumble (hence, sometimes also called rumble filters). I'd give that another look first-off before crossing into the Purgatory of vinyl playback.....

No, seriously, sometimes this can be a real challenge to resolve.
However, we have a good starting point if, after confirming things with the low frequency filter, things continue unchanged and that has to do with your comment about changing the stylus with the problem then being resolved. So, yeah, check to make sure the HE stylus is properly seated by all means. In my experience, the changing of a stylus-type in and of itself has not yielded the kinds of problems you are having. However, the suspension of said stylus CAN indeed alter things if, say, one is a high compliance and the other a low compliance variety. In your case, information I've found would suggest the HE compliance is 30CU while the E is 22.5. So, that's a fairly significant increase in compliance and may be the cause of your issue (as
@loudnoises aptly suggests above). This is why it's so important to ensure that the arm you're using is compatible with the cartridge(stylus) type, or vice versa. If this is the case with your situation, then there's not a whole lot you can do, easily, to remedy things aside from sticking with the stylus that causes you no problems. You can, of course, go to a lot of trouble and replace your tone arm for one that is better matched with the HE, but there you are again at the gates of Purgatory.
The moral of this story just might be.......stick with the lower compliance cartridges(styli) that work with your current arrangement. Or, I understand that one can acquire a very outstanding external rumble filter like the KAB RF1, but that, in your case, will set you back about $250 clams......