Jeana,
As Trey already pointed out probably there is already a fieldname called myDate.

Browse for ShipDate <= Date(2003,12,22)

This command doesn't need a set filter. Or if you really need a set filter either prefix it with m. and be sure m.myDate is in scope or directly use your constant value in set filter (it's in scope in your sample code). Beware that 'set filter' expression is reevaluated, set key OTOH is evaluated only once. ie:

Set filter to shipdate <= Date(2003,12,22)

If you have an index on shipdate and it's the active index then :

Set key to range {},Date(2003,12,22)

Is alternative filtering which is fast.

This is a sample to reproduce your problem :

Shipped_on = date(1993,7,31)
use testdata!orders
set filter to order_date <= Shipped_on
browse fields order_id,order_date,shipped_on title "No m. prefix"
set filter to order_date <= m.Shipped_on
browse fields order_id,order_date,shipped_on title "With m. prefix"

Cetin