Yes, this is possible.
First of all, create your application by combining windows
as before. Don’t include a filter at this point.
Then Edit Application (in the Report hotspot).
Pick up a Data Filter(Local) object from the Data Table source section and drag-n-drop it into the outline for the report (you can put it wherever you want it).
Then you need to specify where the filter applies to using a Data Filter Context Box. The simplest way is to right click on the Outline1 object in the Objects panel. Then Add Container > Data Filter Control Box.
This application should now work with the filtering in the way that you want.