HELP!!!

I'm trying to change the order of entries as they are displayed in autofilter. Autofilter automatically alphabetizes the entires, which changes the order of these fields from how I want them displayed (for example, the autofilter displays the entries in my column in this order: "Client, Other, Partner" because it alphabetizes the list. I want the order in the filter to be "Client, Partner Other"). I do NOT want to sort the data in the worksheet differently. When I click on the arrow to show the filter, I want to change the order of the entries here. The reason I need to change this is because it impacts how I create a pivot table. Custom lists do not seem to help my cause.

Please help!!