I'm not sure if this does not work in all the site but at least in the Teched 2011 Australia the filter get lost
go here:
http://channel9.msdn.com/Events/TechEd/Australia/Tech-Ed-Australia-2011
select some filters (in my case arch, developer tools, language, windows server) click on filter
the page reloads with this on the tags (Architect​ure (ARC)Developer Tools Languages and Frameworks (DEV)Windows Server (SVR)) and the counter says i have 4 pages of results
If I click on the number 2 or next in the page count at the bottom my filters are gone and I'm back to the main site.
This is happening with Firefox 6, 7 and IE9.