In order to use filtering with external data sets based on a value entered on the form by a user, you must configure the external data set in a specific way using a Unity Script. In order for this functionality to work for an external data set, the external data set must have the Unity Script option selected with a script selected from the drop-down list and the Send existing Keyword values from Unity Forms option selected in the External Keyword Data Set Configuration dialog box.
For more information about configuring external data sets, see the System Administration documentation.