People picker not filtering groups in Office 2003/2007 but in Office 2010

I just had an amazing problem that had cost me nearly a complete day to find out. So i'm going to share my knowledge and hope you are not struggling with this issue.

Setup:
in the SharePoint group "ChangeUser Owners" are the following people listed:

• DEMO\Administrator (Administrator)
• DEMO\hans.meiser (Hans Meiser)
• DEMO\ilona.christen (Ilona Christen)

and also other people who are in different groups or just have different access.

Scenario:
for example in a Task List you want to filter the people that are displayed in the "assigned to" column. You just want to display the people from a specific SharePoint group like "ChangeUser Owners" as shown in the picture below:

Now just create a Datasheet View of this task list.

Expected behavior:
In Office 2010 this Datasheet View will be displayed as shown in the picture. Only people from the selected group are shown.

Problem:
In Office 2007 and Office 2003 the groups are not filtered out!! I couldn't believe it, but if you take a look at this list with Office 2003 and Office 2007 this will be displayed as:

Conclusion: Maybe i'm doing something wrong. But in my case this only works with Office 2010.