Please help!

I am trying to figure out how to use the Auto Filter with my merged cells.
Here is an example of what I am trying to do. (M=merged, D=data)

A B C D E F
1 D D D D D D
2 M M D M M M
3 M M D M M M
4 M M D M M M
5 D D D D D D

Basically, Cells A2, A3 & A4 are merged with one word in the cell as are
cell B2, B3 & B4 BUT C2, C3 & C4 all have different data in them. When
it is all layed out, it looks like Column 2 has data in A2, B2, C2, C3, C4,
D2, E2 & F2.

When I have auto filter on and filter based on information in A2 (which is
really merged A2, A3 & A4) it does not give me information from C2, C3 & C4.
I need it to do this.

Also, when I filter in column C, C2, C3 or C4 it brings up all information
in A2, B2 D2, E2 and F2.

So filtering in column C with information in C4 will bring up info in A2 but
filtering in column A with information in A2 will not bring up information in
C4.

Does this make sense? I really need help with this. Is is possible?

Thanks,
Alison