Even better...
If you edit and display the description to include an accelerator (ie use a & before the letter you want to designate - I use c for "Cell Contents") then you don't even have to leave the keyboard; just press alt-c (or whatever you've chosen) and the current area is filtered by the contents of the active cell
Even if there's no autofilter in place, Excel will set one up and add the arrows at the head of each column in the range