Once you have filtered your data, highlight the visible cells that you
want to copy (plus maybe the headings) and click <copy>. Then move
your cursor to where you want the data to be copied to (maybe in
another sheet) and just press <Enter>. You should see only the
filtered data in the pasted range.
I am using Office 2007. Everything was fine in 2003. Now, I see this
problem--even when I follow your instructions. The visible cells only option
doesn't seem to work either.