is it possible to filter multiple columns at once, maybe with a macro? thanks.

If the Columns are organized in the form of a database then you can use the Advanced Filter Option from Data Menu to filter data on multiple columns.

Sample Database Columns:
A | B | C | D | E
FirstName | LastName | Age | Height | Weight
Robert | Zare | 21 | 180 | 85
.
.
.
.
Criteria Columns:
Age | Weight
21 | 80

In the Advanced Filter Dialog Box you must provide two sets of values:

Data Range: A1:E25
Criteria Range: A30:B31