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Default Filtering ODBC data

I have created an ODBC link into an SQL server using the Import External Data
function in Excel 2003. The data is coming through without any problems
except that there is too much of it. Excel has a limit of 65,000 lines and
there is around 300,000 lines of data trying to get through, and the data I
want is at the bottom.

I want to put a filter on one of the columns in the table but don't know
how. I can see the Edit Query box but i've never really used SQL before.

Can anybody help?
 
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