This functionality, although very useful for spot-checks, is bugged IMHO. If you apply a filter to the data you are viewing, close the dataset and the reopen it, the filter has still been applied but the TEXT BOX INDICATES THERE IS NO FILTER. Click on the X and the filter is removed.

If a filter is being applied then this should be reflected in the UI, otherwise the user could be mislead into thinking their program has removed observations.