Save Macro Related question in Excel 2010

Hi All,
I would like to thank you all for your help in advance here is my problem:

I have a data coming from SQL
All Data is displayed under the DATA tab
I have created a table under Interface tab as well as some filter criteria using offset and count a. Filter is referencing Category tab.
Rest of the tabs created are Pivot reports referring to the table on the interface tab depending on how it is filtered.

Problem:
I have many sites within the drop down as seen on screenshot #2

I would like to create a macro where when the user clicks on export the spreadsheet should save a file for each site.
- Export button pressed
- First site selected
- all reports generated (this is being done already per the selected site)
- File saved as the Site name
- Second site selected
- File saved as site name.... and goes until all sites completed.

I tried doing this manually by creating a macro and doing all manual however, during a macro record session the buttons I created are disabled.

I would appreciate all the help.

Report_1.jpgReport2.jpg

The problem I am having is I can not create the macro where I can click on a button and it selects from the drop down saves the file1 then selects second item from drop down saves it as file2....etc.