Before xl2002:
if the workbook isn't shared, you can protect the sheet in code and allow the
existing autofilter arrows to work:
Option Explicit
Sub auto_open()
With Worksheets("Sheet1")
.Protect Password:="hi", _
userinterfaceonly:=True
.EnableAutoFilter = True
End With
End Sub
It needs to be reset each time you open the workbook. (excel doesn't remember
it after closing the workbook.)
(you could use the workbook_open even under ThisWorkbook, too.)
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But when the workbook is shared, you can't change the worksheet protection--so
this code will fail.
====
Starting with xl2002, there's an option under tools|protection that allows
existing autofilters to work.
