SQL Server Date Conversion
I am assuming that DateFilled has a data type of DateTime or other date type which includes a time portion.  When using DateTime values in T-SQL be aware that a time is always included and if not specified midnight is used by default.  See: http://technet.microsoft.com/en-us/library/ms180878(v=sql.105).aspx#ConversionBetweenStringLiteralsandDateandTimeDataTypes
When the input string is "DATE only" then "the The TIME part defaults to 00:00:00."  In your case the string "02/28/2014" is converted to a datetime value of 2014-02-28 00:00:00.000.

Your query is interpreted as DateFilled between '02/01/2014 00:00:00 .000' and '02/28/2014 00:00:00.000' thus the record with a datetime of 2014-02-28 09:24:00.000 (which occurs after midnight on, is not found.

Your query may be re-written as 

SELECT Column1, Column2
FROM MyTable
WHERE DateFilled &gt;= '02/01/2014'
   AND DateFilled &lt; '03/01/2014';