C / C++ / MFC

I am writing a database program using ADO and Visual C++.
Let me explain my problem.

// _ConnectionPtr m_pConn;
m_pConn->Open(L"Provider=Microsoft.Jet.OLEDB.4.0;
		Data Source=Inventory.mdb;",
                 L"", L"", adOpenUnspecified );
...
// _RecordsetPtr pRs
// and bstrQuery is some SQL SELECT statement
pRs->Open( _variant_t( bstrQuery ),
		vNull,
		adOpenDynamic,
		adLockOptimistic,
		adCmdUnknown );

// When I delete a record this is how I do it. Just
// an example. And it works just fine.
if( m_pRs->Supports( adDelete ) && m_nNoRows > 1 )
{
	// Delete the current record
	m_pRs->Delete( adAffectCurrent );
	m_pRs->MoveNext();
	if( m_pRs->GetADOEOF() )
		m_pRs->MovePrevious();
} // end if
//
// At some point I set a filter and I do it this way:
CString strFilter = "vField LIKE 'smth%';
m_pRs->Filter = _variant_t( (_bstr_t)strFilter );
//
After I set the filter and I delete a record, if I try to
move to the previous record (even though the record is not
the first) I get an error which suggests that the row where
I am trying to move is either marked for deletion or has
been deleted.  Why? The database supports MovePrevious and
I don't use batch mode. This problem occurs only if I
set a filter.  The filter works fine too. It selects only
the records that I want it to select.