So what you're saying is you'd like a way to be able to quickly filter the PurePaths Dashboard inside the Desktop Client the same way you do for the web client?
The only advice I can give is to create some Business Transactions (e.g. Fast PPs, Slow PPs, Very Slow PPs), where you filter by "PurePath Response Time" set to different thresholds which indicate the levels of slowness. Then you can use these BTs inside the PurePaths dashboard as a quick way of filtering them out.
Hope this helps.