SYMPTOM:
When dragging a filter into the Report Filter window, the following error occurs in Strategy Developer:

Filter definition can not be defined in terms of itself.
STEPS TO REPRODUCE:
Follow the steps below to reproduce this issue in the Strategy Tutorial project:
OR
The error described above will appear.
CAUSE:
This error message appears because the filter that is added to the Report Filter already exists as a 'shortcut to a filter' in the Report Filter window, as shown below:

ACTION:
Instead of dragging and dropping the filter 'Year = 2004' into the Report Filter window, right-click and select either 'Replace Report Filter with a shortcut to this filter' or 'Replace Report Filter with a copy of this filter.' The error will not occur.