Hi,
Effectively, the picklist has a limitations, by default is 100, but you can modified it in Impromptu.in file. This limitation it's only in showing picklist.
With my experience, the great solution to your poblem is to develop a macro within the user can type his data. The data can be type in a edit field or in list box, etc. it's your choice. Once data is type, you are formating the data in picklist format (data,data,data). It's very efficient. With this solution, you can find more then picklist limitation.
I propose to you to use picklist for catalog and choose the data on what the filter must be do.
I hope so this information will be help you.
Gilles.