You should be able to do this. The basic steps would be:
1. Create your 4-quarter period filter and add it to the context (right click the field on the Filters shelf and select "Add to Context"). This is important as the Set in step 2 is depedent on the context.
2. Right click the Customer dimension field and select "Create Set". Choose the Condition tab and then use "By Field" to set your condition.
Hopefully that helps! If you are still having any issues, then please post a packaged workbook (.twbx) and I'd be happy to take a look!