>Sorry Sergey, this is the SET command
>
>cAlias = JUSTSTEM(Thisform.TablaEstadistica_Conteos)
>SELECT (cAlias)
>
>SET FILTER TO (Control.Etiqueta = This.Value) IN (cAlias)
>
>Is called from a Combo.InteractiveChange

It's not going to work because there's no way to know if This exists or what This is at the time when filter expression is evaluated.
Try

lcFilter = "Control.Etiqueta =" + TRNSFORM(This.Value)
SET FILTER TO &lcFilter