If you are not able to select based on Affiliations in your data grid, it is because you must have the data grid set as a Full type (not Opt).

To fix this:
  1. Click on the Views tab, ensure you are on the correct view and click the Settings button.
  2. Change the type to Full.
  3. Click OK 
  4. Save.
  5. When you go back to the Affiliations tab, the message should be gone and the ability to select on Affiliation codes should be available.

Optimized views are single table views. Full views can also be single table views, but can also join together multiple tables.  When you make the view Full, you are automatically joining the Profile and Affiliations table (you don't need to select this on the Tables tab).