I had that set as such, but at the onset, what is auto-displayed included everything. Only when I select a different option on the drop down menu, does it force the category filter. The only way I've been able to do a work around is by including the target category in the drop down menu, then changing from “Chose Any/one option” to As Defined and including the target category. With this, it now shows the target category in the drop down, which feels redundant and not desirable to display to the end user.
I set it that way for you to see on our Arts & Sciences page:
We have three different schools. Our main program list page includes all majors, programs, etc from all three schools (there are different categories based on program type). On the Arts & Sciences program listing page above, we just want those programs associated with that school. I'm only able to do that if I use the As Defined option, but that means the default drop down option is “Arts & Sciences” which feels very redundant and doesn't allow us to prompt the end user to select an option (ie displaying “Select One” by default).