Filter by Specific in the system does not save the values for lookup fields

Hi folks , I have set up a system view and enabled the filter icon for field wise search. Fields which are created with option set does show the values in in the drop down. Some fields which i m using are lookup fields. These values in lookup fields are not getting saved in filter drop down. If I save this view as personal view then all the values are stored and displayed even though you switch between views? Any one has some idea how to fix this issue please let me know. thanks for your help.