Escaped chars in grid with #select_filter in Hdr

I have a column in my grid where some of the data includes an ‘&amp’ chars. Although the data is correctly displayed in the column the select_filter combo shows the &amp rather than just ‘&’.

e.g. Data sent as xml is :

CRE002 Credit &; Test 2 Ltd

In the column data this shows correctly as :

CRE002 Credit & Test2 Ltd.

but in the drop down box for the select filter it is showing:

CRE002 Credit & Test2 Ltd.

Please can you tell me what I must do to correct this in the #select_filter?