I'd never do this kind of thing in a report filter.  Set up a header UDF and use the printing screen's Selection grid.

If you absolutely must do this in the report, add a Group selection filter instead of Report selection.

That would require user intervention to check the header UDF or use a script to read through the detail to set the value of the header UDF.  

You can accomplish this by using a simple formula that evaluates if the ItemCode equals a value and output a 1 if it does or a 0 if it doesn't.  Since the report already has a group on the SalesOrderNo, you only have to modify the report's Group selection to sum the formula using the SalesOrderNo and evaluate if it is greater than 0.  This effectively counts the number of lines matching your criteria by sales order and if at least one line is found matching the criteria, all of the sales order's lines will be selected.

EDIT: you should do this in another form code other than the STANDARD so that you don't cause confusion in the event someone isn't aware of your requirement and make sure to give the new form code a suitable description.

That would require user intervention to check the header UDF or use a script to read through the detail to set the value of the header UDF.  

You can accomplish this by using a simple formula that evaluates if the ItemCode equals a value and output a 1 if it does or a 0 if it doesn't.  Since the report already has a group on the SalesOrderNo, you only have to modify the report's Group selection to sum the formula using the SalesOrderNo and evaluate if it is greater than 0.  This effectively counts the number of lines matching your criteria by sales order and if at least one line is found matching the criteria, all of the sales order's lines will be selected.

EDIT: you should do this in another form code other than the STANDARD so that you don't cause confusion in the event someone isn't aware of your requirement and make sure to give the new form code a suitable description.

That is the exact idea I had for a Group filter... we've used that technique many times before (sometimes using TRUE / FALSE and a min/max formula instead of sum).  I wouldn't do that kind of filter for anything which might be printed to Paperless (because I can't imagine what Sage would do when an SO / invoice was "printed" to Paperless but the form filters don't produce any output), but picking sheets can't go to Paperless (so that is not a concern here).

The header checkbox does require extra setup for sure, but it doesn't bury a filter beyond the sight of the users, and doesn't falsely mark SO as having their picking sheets printed when the report filters prevents anything actually printing... which is why I mentioned that strategy first.

Kevin M said:

doesn't falsely mark SO as having their picking sheets printed when the report filters prevents anything actually printing

That is a very valid point.

That worked!  You saved me so much time.  Thank you!