VBA and autofiltering is pretty USA centric...

Instead of:
Selection.AutoFilter Field:=5, Criteria1:=MyValue

try:

Selection.AutoFilter field:=2, _
  criteria1:=">=" & format(cdate(myvalue), "mm/dd/yyyy"), _
  operator:=xlAnd, _
  criteria2:="<="& format(cdate(myvalue),"mm/dd/yyyy")

You may want to add some checks to see if the myValue was really a date, too.

Some background:

Ron de Bruin sent me this message in a private email a few months ago:

See also Stephen his Autofilter notes in this PDF
http://www.oaltd.co.uk/ExcelProgRef/Ch22/ProgRefCh22.htm

The AutoFilter method of a Range object is a very curious beast. We are forced
to pass it strings for its filter criteria and hence must be aware of its string
handling behaviour. The criteria string consists of an operator (=, >, <, >=
etc.) followed by a value. If no operator is specified, the "=" operator is
assumed. The key issue is that when using the "=" operator, AutoFilter performs
a textual match, while using any other operator results in a match by value.
This gives us problems when trying to locate exact matches for dates and
numbers. If we use "=", Excel matches on the text that is displayed in the cell,
i.e. the formatted number. As the text displayed in a cell will change with
different regional settings and Windows language version, it is impossible for
us to create a criteria string that will locate an exact match in all locales.

There is a workaround for this problem. When using any of the other filter
criteria, Excel plays by the rules and interprets the criteria string according
to US formats. Hence, a search criterion of ">=02/01/2001" will find all dates
on or after 1st Feb, 2001, in all locales. We can use this to match an exact
date by using two AutoFilter criteria. The following code will give an exact
match on 1st Feb, 2001 and will work in any locale:

  Range("A1:D200").AutoFilter 2, ">=02/01/2001", xlAnd, "<=02/01/2001"