Filtering can be applied to columns or rows in your default or private reports.  This allows you to drill down to more specific data.  

Navigate to Filter from the Actions dropdown as shown below:

You will have the option to filter on Column or Row type.

Below you can see that the filter type selected is 'Column'.  The column Phase (Phs) has been selected and this equals the Implementation (Imp) phase.

Your task list now only shows the Imp Phase tasks.

Your newly created filter can be saved as a private report if required.  Go to Actions>Save Report.