Hey Pedro
This is not a feature of the plugin however there are some ways.
First, you can create a seperate page, with no results, and add the shortocde/widget to the page.
When a user interacts, they will then be redirected to the search page with all the results.
Second, if you know a little about WP templates, you can make this modification to the search template.
So you can use the active query class (http://www.designsandcode.com/documentation/search-filter-pro/accessing-search-data/) to see if there are any selections in your fields, and if not you can display a different message / prevent loading of the results.
Thanks