Filtering "my week" widget


Every time I save the “my week” widget to be just items assigned to myself, I save it in the widget, then I leave the widget and hit “save” on the dashboard. It says “your widget will stayed filtered” or something, but then I refresh the page and it is unfiltered again. Any advice? Also, if I filter it one way, and someone else filters it their own way on the same dashboard, will that override what I did or can different users save their own filters?