I do something like this with my categorized repeat control and it could be modified to do something like what you want to do. I did a piece on NotesIn9 on this and the Database is available for download:
I create a couple views that build the categorized structure. So assume the documents contain the fields Company and Department further assume that here can be multiple company documents each with different department. I would then create a categorized view of Companies.
On a page I would populate a dropdown menu with a list of Companies. In another view I create a categorized view with the key column with a formula of Company + "~" + Department. I would then populate a second dropdown with the Departments for the selected Company I would then add a Go button that would return a list of documents to a repeat control. Sounds harder than it really is. I seldom use anything but a repeat control to display documents because I then have almost total control over what is displayed and how it is displayed.
You could probably use a multi-level menu then pass the result to something that does a FTIndex search or some kind of a dominoView column filter, but I don't think the FilteringSelect control will do the job. I have not done much work with it so someone might have done this but....