I’m not sure why it’s behaving randomly. My VS2010 always uses the last file filter I entered, although unfortunately it won’t seem to remember me clearing out the option.
To revert it back to blank, use regedit.exe and navigate to HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\10.0\Find. Edit the value named “Filter” and set the data to blank.
Next time you change it to *.sql, though, Visual Studio will store it and remember it.