I have tried this from multiple angles but have yet to make it work.

I have a database of unknown size (between 3 and 30000+ entries) that are
sorted (or they have become sorted) by date.
I only want to put the relevant dates into the Pivot table.
I want the user to enter the dates in a MsgBox type thing because they can
be assured of putting them in the wrong cell.
The macro has to work without user input (except for the dates) as I can not
be there with them.

I was trying to just step through the whole thing and flag the rows that
enter/exit the defined date range but I can't seem to be able to relate the
MsgBox date (date1 and date2) to the dates in the A column. I can't get the
autofilter to understand my date1 and date2 (As Date) either. Also the
advanced filter doesn't seem to work for me( everything I have read about it
doesn't seem to relate to the advancedFilter I have. Excel 2002)

A B C
01/14/2004 XXX YYY
01/15/2004 XXX YYY