Can you clarify what it is you are describing? or post a pic. I assume you're describing the bridge saddle and not the nut near the headstock.
If you have no experience doing this don't be salty if you cut the slot crooked or too deep. Search Talkbass for 'bridge saddle slot filing'.
Other considerations would be to take it to a pro repairman. An experienced repairman's cost should be less than the your time + cost of the files and/or a new expensive bridge. This is quick repair, the turn around time should be less than an hour. In addition, you minimalize the risk of damaging your instrument.
The correct tools:
http://www.stewmac.com/shop/Tools/Sp...dle_Files.html