Don't think you can do that with our built in filters, we don't have a "BETWEEN" feature. I thought in MySQL you could cheat and do straight up compares on strings like "WHERE foo > 'A' AND foo < 'E", in which case you could have just used to filters joined with AND, but I tested and that doesn't seem to work.
So you'd have to do a subquery, like ...
WHERE
Field: id
Condition: IN
Value: SELECT id FROM your_table WHERE LEFT(project, 1) BETWEEN 'A' and 'D'
Type: query
If it can be lower or upper case, do
Value: SELECT id FROM your_table WHERE LOWER(LEFT(project, 1)) BETWEEN 'a' and 'a'
This is kind of a kludge, as subqueries can be an expensive way of filtering, and I don't think indexes will get used once you do a LEFT(...), although I'm not sure about that. But as long as you don't have a gazillion rows you should be OK.
-- hugh