Control filtering is one of the out-of-the-box features not supported in InfoPath 2007 browser scenarios. The InfoPath team posted a Web service workaround for this, and I described a managed-code fix as well.
With InfoPath 2010, it appears that these workarounds are no longer necessary. In the video I posted earlier this month about richer browser forms, see the filtering functionality at work in an InfoPath 2010 browser scenario. At least that's one big improvement to the browser form experience...