Custom views (filters) not being able to usecustompick lists

I went to set up a custom view, and the second criteria that I wanted to use is a custom field which is a pick list.

Unlike non custom fields which show me the options, when I went to the screen to select the value, I was shown a blank box and whatever I typed in was met with:

"The selected date should be greater than the current date"

As this is a text pick list with names of Towns as the entries, I am not sure how I get around this.

My aim is to have a view which selects those cases where this field has not been completed (especially in the case where a job was created before this field was "invented").

Thanks