I'd start by reading some notes by Debra Dalgleish:
http://contextures.com/xladvfilter02.html

Jojon wrote:

I follow the Excel help screens, even down to the exact data. I follow the
instructions precisely and yet the data is not filtered. The page scrolls to
the start of the data list headings, but the data is unfiltered. Is there
some "switch" that I have to enable in Tools/options, or anything like that?

--

Dave Peterson