Excel 2007: Filtering Problem
 

I thought I knew how to do filtering but perhaps not. I selected the column I
want to filter on and hit Filter under the Data tab. Then I went to the
dropdown arrow in the column header row of the column and deselected
everything and then reselected the word I want to filter on. Nothing changed.
I still saw data from ALL the rows - I had no filter results. What did I do
wrong? (I am still getting used to the awful 2007 versions of Office, though.)