You cannot filter just within a column.
Rows are contiguous and if a column is filtered, then all data in the
row selected is either displayed or hidden dependent upon your
criterion, not just the individual cells within the column upon which
you have placed the filter.

TJ,

let's imagine that you want to apply a filter condition to columns A, F
and H - as Roger says, highlight all the data in the range A to H
(including any headings) and click Data | Filter | Autofilter (check).
This will give you pull-downs on all the columns, but you don't have to
use them all. Apply your filter to column A, then to column F, and then
to column H, to give you the effect that you want.

Hope this helps.

Pete

Apparently, this can only be done using VBA.  I remembered reading about
this, but could not remember the details until I looked it up in one of my
Excel VBA books: VBA and Macros for Microsoft Excel by Bill Jelen "Mr. Excel"
and Tracy Syrstad.

I experimented with it, took an existing Autofilter that began in A2, and
turned off the indicated columns:
(D, E, F, H, and I)
Sub TestFilter()
   Range("a2").AutoFilter field:=4, visibledropdown:=False
   Range("a2").AutoFilter field:=5, visibledropdown:=False
   Range("a2").AutoFilter field:=6, visibledropdown:=False
   Range("a2").AutoFilter field:=8, visibledropdown:=False
   Range("a2").AutoFilter field:=9, visibledropdown:=False
End Sub