Mike,
The problem is that column I is date and time, not just time. For example, I2 is 3/12/2012 4:07:23 PM. Excel handles dates and times with numbers. Each whole day is one whole number, and hours, minutes, and seconds are fractions of a whole number. So that cell is actually the number 40980.67179 formatted as "h:mm:ss AM/PM". When you define your start and end times, you are defining them without a date, so they are 0.xxx and 0.yyy and when you filter for items greater than 0.xxx and less than 0.yyy, you get no results because everything in column I is 40980.zzz and higher.
To correct this, the macro can create a helper column to extract just the time values without dates from column I, and then filter the helper column:
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