You're going to have to make a choice--share the workbook or allow filtering.

Or come up with a different idea.

Debra Dalgleish once suggested something like this:

Create a new sheet
Keep it unprotected
Fill it with formulas like:

=if(sheet1!a1="","",sheet1!a1)

so all the formulas retrieve their values from the "real" sheet.

Then apply filtering to that unprotected sheet.

You may want to remind the users that changes to this sheet are not
important--it's only there to allow them to use the filter.  (Maybe give all the
cells in that sheet a different fill color to make it look different.)