That's cool. Daniel mentioned and recommended Stephen Few. I'll second that recommendation.
The only other comment I wanted to add is that if in a 4 dimension drill-down you select a value at the top (1st) level and that value at the 2nd and 3rd level are 100% of the pie, the drill-down will skip those levels and show you the 4th level. Then you click on the up arrow as Daniel says.
Thanks everyone, i figured out, thanks to Daniel's comments that the selection in the Pie chart that was not "drilling up", it was becase the selection is being made in 2 dimensions at the time, and the one that worked, it is just selecting 1, so this means that i can remove with one click only one filter, not 2.
Thanks a lot for your help, and by the way, great reference to Stephen Few's article.