The way I got around this problem was to create another form --frmInfoHolder -- with one control -- a textbox. In the Report_Open sub, before opening frmFilterReport, I open frmInfoHolder in hidden windowmode. In the afterupdate event of the combo box on frmFilterReport, I set the textbox on frmInfoHolder equal to the combo box.
That way, there is an open form that retains the value of the combo box when the frmFilterInfo is closed, as it must be to allow the Report_Open sub to continue.
The only other change needed is that the DoCmd.Close needs to close frmInfoHolder, not frmFilterReport.