Create filter using distinct values

I am trying to figure out the best way to create a filtering user
control. I have 3 fields I am using and therefore have 3 combobox's
that all need to display distinct values. The resulting functionality
should be that the user selects a distinct value from the first cb, the
other 2 are filtered by that value selected, the user selects the third
value and the second is then filtered by the first and third values.
Can anyone think of or does anyone know of a way to do this? The
dataset is rather large so i cannot use a full select. Thanks in
advance.