Connecting filter in pivot table to drop down filter

With Excel 2003 there isn't a lot of options other than VB code.

If you are only interested in filtering by one value at a time AND that value happens to be text data, then you can use a VBA change event on the page with the drop-down to write the value of the drop-down in the cell that contains the filter.

You can royally "hork up" a pivot table if you do this with a value that is not in the data source. For example if you have Data 01 in the filter, and the code writes in Data XX, then Data XX becomes an "alias" for Data 01. Data 01 will not longer show up in the list of items you can filter on, and when you query Data XX, Data 01's data will come up. Sooo, do a COUNTIF on the source data to see if the value you are trying to set exists in the source data.

If you ever do "hork up" a pivot table this way, one way to clear it is to duplicate the data source and switch the pivot table source to it. You can even do this partially. That is switch to a new source that has the same format as the original and then switch back.