John,
Your code could be:

lcFilter = FILTER([YourAliasHere])
TEXT TO lcFilt NOSHOW PRETEXT 15 TEXTMERGE
     <<lcFilter>> <<IIF(EMPTY(lcFilter),[],[ AND ])>>
     INLIST(<<this.lcfield>>,'<<lcValue>>')
ENDTEXT
SET FILTER TO &lcFilt IN YourAliasHere

>Thanks Terry i appreciate your help. Now i want to show the full code that uses the solution provided by Sergey. some misunderstanding by others.
>

>*lcInst <== this is the var that keeps filter
>*this.lcfield name of the field
>*lcvalue value to filter
>IF EMPTY(lcInst) &&no previous filter
> lcInst = "set filter to INLIST("+ THIS.lcField +",'"+lcValue+"')   "
> ** 3 spaces to the end ...
>ELSE
> CAD1=ATC("INLIST("+this.lcfield,lcInst) &&find the inlist for field
> IF cad1 != 0 &&found inlist, add lcvalue to it
>  CAD0=SUBSTR(lcInst,1,CAD1-1) &&get the start of filter
>  CAD2=SUBSTR(lcInst,CAD1,LEN(lcInst)) &&get second part of filter
>  CAD3=SUBSTR(CAD2,1,AT("   ",CAD2)-2) &&get inlist code to be updated
>  CAD4=SUBSTR(CAD2,AT("   ",CAD2),LEN(CAD2)) &&get after inlist code
>  CAD=CAD3+",'"+lcValue+"')" &&merge
>  lcInst=CAD0+CAD+CAD4 &&new filter ok ;)
> ELSE &&create a new inlist
>  **if is a new inlist, note that 3 spaces are added to the end
>  lcInst=lcInst+" AND INLIST("+this.lcfield+",'"+lcValue+"')   "
> endif
>ENDIF
>**this works perfectly with previous instructions that uses and so, this **solution helps to add new filter by mixing "and" with "or"
>**and.. i needed to use filters due to this form opens readonly any table to **let user be able to send to excel or whatever... Thank all.
>

>I never used before the button that specifies wich message is the solution, i found it today but i mark wrong message. Sorry about that.