You can connect to the data source multiple times in the same workbook, just give the connections a different name. This way for the worksheets on your dashboard you can have a global filter for that connection, and your other worksheets can be connected to the same data source, via a different connection name, and not be affected by the global filter on the other connection/worksheets/dashboard.
This may work for me. I have my worksheets already created. As suggested, I created a duplicate connection, but when I try to change the data source, it changes for all worksheets. What am I doing wrong. I know I could create worksheets from the start, but I would rather fix what I already have.
The only way I know how to change a data source for a worksheet after it has been created is to edit the XML in the .twb file.
You can use bookmarks to get worksheets aligned with different data sources also. I bit of a kludge, but it works for many cases. Save one sheet as a bookmark. Then rename the data source in the original workbook. Then add the bookmark file back. It should come back with the originally named data source.
Tableau 6.0 offers the elegant solution you were seeking ... with parameter controls. Simply create a parameter for each filter you want and then in the worksheets that you want on the dashboard to have your filters work for add the parameter and create a filter to tie the parameter to your data. For example, I just created a dashboard that has 2 worksheets on it. Each has a Year and Quarter filter that I want to be able to select on the dashboard. I don't want to use a global filter because I don't want this selection to affect other dashboards in the workbook. So, I created 2 parameters called "Select a year" and "Select a quarter." I then created conditional filters on my data fields [year] and [quarter]. With [year] the conditional filter is [year]=[Select a year] and with [quarter] it's [quarter]=[select a quarter]. I added these conditional filters to both worksheets and then on the dashboard under the View menu, simply select the parameters you want to interact with the sheets on that dashboard.
I followed esonderg's hints and it worked. However I found out that in creating the filter, I could only create single value filter. I don't see option to create a multi value filter, hence in creating the conditional filter, I could not specif the "In" operator, such as [year] IN [year_parameter].
I'm wondering does anybody knows how to create a multi value filter ?
I believe that is because parameters can only take on one value at a time. To do what you want, you'll need to have the extra connection to the database and use a global filter on the data field you want to have multi-select on.