About AutoFilterMode, Excel 2000 SR_1 Help says the following:
True if the AutoFilter drop-down arrows are currently displayed on the sheet. Read/write Boolean.

I am using the following code, to turn AutoFilter on or off.

Sub Show_AutoFilter()
SetAutoFilter Mode:="ON"
End Sub

Sub Hide_AutoFilter()
SetAutoFilter Mode:="OFF"
End Sub

Sub SetAutoFilter(Mode As String)
Dim ThisWindowName As String
Dim OtherWindowName As String
Dim w As Worksheet

Set w = Sheets("SalesData")

On Error Resume Next
ThisWindowName = ActiveWindow.Caption ' Commandbuttons sheet
OtherWindowName = Left(ThisWindowName, Len(ThisWindowName) - 1) & "2"

If Mode = "ON" Then
If Not w.AutoFilterMode Then
w.Range("A1").AutoFilter 'Turn on
End If
If w.AutoFilterMode Then
w.Range("A1").AutoFilter 'Turn off
End If
End If
End Sub

This worked just fine for most of the day.
Suddenly, without any indication, Autofilter does not display anymore, even though the tickmark shows in front of the Data | Filter | AutoFilter menu item AND the AutoFilterMode property = TRUE.

Any idea what might have changed?