How to filter data at row level in Excel 2003

Sorry if I messed up with my wordings earlier.

I have attached the sample file.

In Row 2, Color field I want a filer box to appear with below colors in the list.

Violet
Indigo
Black
Green
Yellow
Orange
Red

Secondly if I want to add any other colors at later point, how can I add up to my existing list.

Hope this is clear now...:-)

Su