You have multiple options for setting the active filter.
Select the filters from your group
This option is particularly useful if you need to use a combination of filters. A check mark displays next to the active filters in the collection.
Press R to display the filter group at your cursor
This option avoids moving the cursor away from your model, but only allows you to select a single filter. The first seven items in your group along with the Any filter display as a disk around your cursor. The Any filter is always available.
When your group displays as a disk, you can press and hold the mouse button and point to a filter. Smart 3Dx highlights the filter closest to your cursor. Release the mouse button to select that filter. This clears the selection from any other filters.