Ad hoc reporting Model and Security Filters

I am having some problems with creating security filters.

The way my system is setup is that I have a main table that contains all my data. I also have a security table that tells me what records each user has access to. I created an entity for my security filter and have a security filter defined that limits the data to the rows that have the logged on users id. This works fine if I look at the data I see the rows that are for the signed on user. Next I created a filter on my main table that limits the rows to the rows the user has access to. I did this by setting up another filter that says the UserCode from the main table must equal the user code from the security table. (I did this by right clicking and choosing edit as formula). This will then limit my data to the rows this user has access to. This all works but it is very slow. I captured the sql code that was running and noticed that the filter was doing a left outer join on my security table and joining on the unfiltered code then using a where clause to limit the data. When I run this logic it basically does a scan of my main table. If I change this join to be an inner join and join on the filtered data my results come back quickly.

Now to my question. Is this the way the system should work? Am I doing something wrong? Are there other ways to do this?

Thanks in advance for any help.Any success on the security filters? Mind sharing how do you exactly implement this? These security filters are really hard to understand and implement for me.