Excel 2000

I'm at an early stage in developing a model whereby I want to import a CSV
file but only where the first element of the record matches a criteria. I'm
thinking of having a drop down list on a worksheet which shows the possible
options; would like to draw this list from the CSV file if possible, I would
then click a button on the same sheet that imports into a new file the
records that match the criteria.

VBA to open / import a CSV file I'm okay with but how to filter into a drop
down list and then only open the chosen matching records is beyond me.

Any pointers most welcome....

Rob