The default setting for Access for that filter dialog to show is set at 1000 records. You can certainly increase it beyond 1000 records.
You also have to turn that option on for ODBC linked tables (This default setting is set so you don’t hurt yourself as you must realize for access to build that cute dialog is has to pull all reocrds).
I don’t have 2007 handy, but in 2010 there is a check box to ENABLE that dialog for ODBC sources. I quite sure that check option exists for 2007 also.
Just click on the office button, then access options (lower right), and then choose current database. Scroll down to the section called
Filter lookup options for <you database name> database.
You see a set of check boxes:
[ ] Local indexed fields
[ ] Local non indexed fields
[ ] ODBC fields
So, you can enable all 3, and again using this option on odbc, or no indexed columns will have have a cost in terms of performance. Looking at the above set of options, it’s pretty intelligently thought out.