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Sorry, I was just digging around for a bit of code I remember seeing, and I realized that the text in my post is incomplete. I'm not sure if I did that. or the site, but just in case you still need it, or if anyone else comes here looking for an answer, here is a complete filter definition using Or's and Wildcards
Dim myfilter() As TypedValue = New TypedValue() {New TypedValue(0, "INSERT"), New TypedValue(DxfCode.Operator, "<or"), New TypedValue(2, "Blk1*"), New TypedValue(2, "Blk2*"), New TypedValue(DxfCode.Operator, "or>")}
(Then you can create a new SelectionFilter passing the TypedValue Array to the constructor)