You can use the Quick Find feature to locate data in the list that has the focus. Simply start typing directly into the list to use this feature (it will always search the first field in the current sort order).

For example, if you are filtering by artist and want to locate "Interpol", start by typing "I", followed by "N" and then "T" and notice how this updates the selected item in the list:

Remember to press Enter to "activate" Interpol (that is, make it the current filter value):