If there is not a law for something or against something do you have a right to do it in the US?

Listening to Democracy Now today one of the news items discussed was whether or not a citizen has the right to film police officers in the performance of their duties. Evidently some courts have said yes while others have said no.

I found interesting what Norman Siegal, former director of the New York Civil Liberties Union for 15 years, had to say on the subject. According to Mr. Siegal “In the absence of law, saying you have a right, there’s usually not a right.”

Is this correct? You have no right to do something unless there is a law allowing it? For some reason (probably years of civics class and, evidently, government propaganda) I was under the impression that as long as there was not a law AGAINST it you could do whatever you wanted here in the US.