The possibility of creating filaments with laser wavelengths ranging from 800 nm to 2.4 µm was investigated using an OPA laser system. Zinc Selenide's (ZnSe) unique characteristics - small band gap E(gZnSe)=2.67eV and positive dispersion for this wavelength range - are well suited for filamentation study where multi-photon absorption can be achieved with two to six photons.