Excel PivotTable Autofilter on data value

When working with pivot table,
you may find the Autofilter feature for data value is disabled from Pivot table.

2010

2003

To take the autofilter for data value, first, select the cell near the header like below image.

After that, go to Data Ribbon(2007/2010)/Menu(2003/XP)->filter again,

you would see that the Autofilter feature is back

2010

2003 

However, beware that the Total value are not affected by the autofilter function.

2010

2003

If showing total value for filter data required, it could be achieved by setting up some helper formulas and then add it to page filter.

For Programmers
If your existing application are accessing the old preview box.
you can still access the old preview mode. It's also not inside the 2010 object model change list:

ActiveWindow.SelectedSheets.PrintPreview