In my case, the object I'm trying to filter is Projects and the object I'm trying to filter by is Vendors.
I've made some progress on this, but have hit a bit of a wall. I added a new sidebar filter to my modules Filter section, then, I added a new sidebar section for my filter.
My vendors section of my sidebar is configured with the Closevendors button as the vendorsFilter. For the vendorsFilter, I have no Data Source or Custom Commands configured, but the itemType is tied to my type. The filter itself uses the DynamicModules data.svc to serve thelist of vendors. The ItemsCount is not populated, but, I'm not terribly concerned with that at the moment.
Up to this point, aside from the ItemCount missing (which, I get, my service call is not contextualized to my module) I get my list of vendors correctly. However, when I click on a vendor, I get an error citing an embedded call in a script resource file (call stack: http://screencast.com/t/Uq3ipgcSv). I assume this is due to Sitefinity not having all the information it needs to filter my data. How can I provide this data so that my client can filter their data by related items?