This is a very complex navigation that you are designing. For me the navigation broken down on third step as the pie chart got de-selected when I moved the slider to 2009-10.
If you don't want the State sheet to filter the pie you will need to edit the action (Dashboard > Actions) and on the State filter remove the Pie sheet (industry share) from there. That may solve the issue that you posted.
On a broader perspective, I would ask you to rethink your proposed navigation. The best approach is to guide the user though the actions, starting from upper right going down and using filters that flow only from the higher level to the lower level of detail.
Let me know if that helps