[vtdeleon]

Saludos

Mira a ver si este codigo que he modificado te sirve

Código Delphi [-]
procedure TForm1.Button3Click(Sender: TObject);
var
  i, j: Integer;
  s:string;
begin
  if DBGrid1.SelectedRows.Count>0 then
    with DBGrid1.DataSource.DataSet do begin
      GotoBookmark(pointer(DBGrid1.SelectedRows.Items[0]));
      s:='custno='+ fields[0].AsString;//Custno y fields[0] es el campo a filtrar
      for i:=1 to DBGrid1.SelectedRows.Count-1 do
      begin
        GotoBookmark(pointer(DBGrid1.SelectedRows.Items[i]));
        s:=s + ' or custno='+ fields[0].AsString;
      end;
      Filter:=s;
    end;
end;

Suerte