Autofilter does not take range as criteria.I have used Advanced
Filter.Hope this will solve

With Workbooks("B.xls").Sheets(5)
Range(.Range("A1"), .Range("A65536").End(xlUp)).Name = "MyRange"
End With
Workbooks("A.xls").Activate
Sheets(1).Select


If Selection Is Nothing Then
MsgBox "select ...."
Exit Sub
End If

Selection.AdvancedFilter Action:=xlFilterInPlace,
criteriarange:=Workbooks("B.xls").Worksheets(5).Ra nge("MyRange")