Well I think I figured it out finally. Thanks to Google I found this paper:
http://support.sas.com/resources/papers/proceedings11/309-2011.pdf
which had a screen shot showing that a macro call was used in the prompt. With a bit of experimentation, I finally found the steps needed to apply the filter. Once the prompt is defined to the task here is what I did:
1. Selected the filter tab.
2, Selected the add a filter icon and selected a basic filter (Step 1 of the Wizard)
3. Selected the variable (Step 2 of the Wizard).
4. In Step 3 of the Wizard there is a down arrow to the right of the Value field and selecting that brings up another window where you can select a prompt (third tab in this secondary window).
5. It appears you have to double click the prompt as there is only a Cancel button.
The above steps resulted in my prompt being used.
But now two editorial comments.
First, this is a
very, very, very nice facility.
Second, it is not at all intuitive. It was only by pure chance that I found the right set of clicks to get the filter to be used. Since there is a checkbox in that UI for "
Generate a filter for a prompt value (only applies to prompt types)" perhaps selecting that checkbox should open the prompt tab in that secondary window.