so maybe I shouldn't comment on 2010, but it seems that there's always more instructions needed for 2010 to achieve anything (so only a small step back)

What I did (many years ago now) is exactly what Susan says in the article (I might expand step 2 to read "From the Categories list on the Commands tab, select Data")
It's very straightforward, just note that this "AutoFilter" is different to the one found on the Data, Filter submenu from the main menu (despite having the same name and icon)
This one (the one found via the Customise dialogue) sets up a filter based on the contents of the current cell.
The other (found via the Standard toolbar) just toggles the filtering ability for the current range - for which you then have to select an item from a dropdown to actually filter your data

So, having dragged the correct icon from the customise dialogue to your toolbar, all you need to do is select a SINGLE CELL within your range (and not in the 1st row) and click the button. An autofilter will then be set up on the current cell's contiguous area (if not already present) and the area filtered, based on the current cell's contents

hope that's clear now and I haven't missed your point entirely; please let us know