Not all Filters made on Page Field Variables Update the Data
 

I have a Pivot Table that accesses an External Data Source.
I have selected the rows, columns and measures I was interested in, and then
I selected 3 variables for the Page Field.
When I set filters on these variables the data is refresed in the Pivot
Table ONLY if the variable were the filter is set is the First or the Last of
the threesom!
That is, if I set filters in the middle-standing variable, the data does not
refresh correctly, but if I move this variable to the First or Last position
of the Page Field, the changes are made correctly (but then the one in the
middle stops working).
What's going on?
PS: this is true for either Excel 2002 or 2003