I'll like to make sure I understand the problem - you cannot see your machines in a new Dynamic Machine folder?
I'll go through my steps and you can let me know if I'm on the right track with regards to your problem.
1. Install console and client to machines
2. The clients shows up in console under Machines Groups - Default
3. If I go into the properties of my client machines and under the 'Inventory' tab it says there is no data collected
4. Run 'Refresh Inventory for Default Group' task.
5. If I go into the properties of my client machines and under the 'Inventory' tab I can see that information has been gathered.
6. If I go into 'Dynamic Machine Groups', my machines are showing in the respective folders
7. I create an Inventory report that uses a filter based on 'Windows XP Minimum Requirements'
8. After running the report I can see my computers in the Inventory Report Results
9. I press Create Group and give the new Dynamic Machine Group a name
10. Opening up the new dynamic machine group I created I can see the machines.
Is this roughly what you're doing and are there any steps here that is not successful in your environment?
Also what are the OS of the 3 machines you're testing with?
Cheers,
Bruce