I have followed the below instructions:

1. Go to Sheet 2
2. Select a cell in an unused part of the sheet (cell C4 in this example).
3. From the Data menu, choose Filter, Advanced Filter.(In Excel 2007,
click the Data tab on the Ribbon, then click Advanced Filter.)
4. Choose Copy to another location.
5. Click in the List Range box
6. Select Sheet 1, and select the database.
7. (optional) Click in the Criteria range box.
8. Select the criteria range
9. Click in the Copy to box.
10. Select the cell on Sheet 2 in which you want the results to start, or
select the headings that you have typed on Sheet 2.
11. (optional) Check the box for Unique Values Only
12. Click OK

Once I have followed (I think!!) the above, I click ok and get an error
message saying "You can only copy filtered data to the active sheet."

Any advise would be gratefully received. I am very new to excel so be gentle!!