Report - EPM Member selector - using filter

Hi ALL,

I would like to ask a general question : everytime I try to use <CONTEXT> value (within the "Member Selector" in the "Report Editor"), the selection doesn't work, my filter doesn't work ! Why ?

And then I obtain this error message :

How does it work ? What's wrong with my selection ? Is there some prerequisites to use it ?

Can someone help me on this, it's hard to find information regarding how to make reports !

Thanks a lot !!!

Karine