Hello again,
You are correct that InfoPath's built-in functions do not support filtering. Since the need to filter is an extremely common requirement for people, Qdabra has come up with some ready-made solutions to ease this pain, speed up your form and get around these limits.
DBXL is web service that resides on the server and allows you to perform filtered queries of SQL Server database and SharePoint list/library data, along with some other hefty features like mapping your XML data out to an SQL Server database.
qRules is managed code that resides in your InfoPath form and provides a whole slew of helpful features, one of them being a command that allows you to perform filtered queries of SharePoint list/library data.
Are you using the 2010 versions of both InfoPath and SharePoint? If so, you may be able to use a REST webservice to do a filtered query of SharePoint lists if you're looking to go completely codeless.