Hi Aleisha

1: Open Ghost Audit.xls
2: Press Alt F11 to open the VBA editor
3: Use Insert>Module in the menu bar
4: Copy/Paste the macro below in this module
5: Alt q to go back to Excel
6: Alt F8 to open the macro dialog
7: Select "Copy_With_AdvancedFilter_To_Workbooks_New"
8: Click on Run

It will filter on column A this example (Supervisor column)
I assume that your headers are in row 1 so the header "Supervisor" is in A1

Sub Copy_With_AdvancedFilter_To_Workbooks_New()
   Dim CalcMode As Long
   Dim ws1 As Worksheet
   Dim ws2 As Worksheet
   Dim WSNew As Worksheet
   Dim rng As Range
   Dim cell As Range
   Dim Lrow As Long
   Dim foldername As String
   Dim MyPath As String
   Dim FieldNum As Integer

   'Name of the sheet with your data
   Set ws1 = Sheets("Sheet1")  '<<< Change

   'Set filter range : A1 is the top left cell of your filter range and
   'the header of the first column, F is the last column in the filter range
   Set rng = ws1.Range("A1:F" & Rows.Count)

   'Set Field number of the filter column
   'This example filters on the first field in the range(change the field if needed)
   'In this case the range starts in A so Field:=1 is column A, 2 = column B, ......
   FieldNum = 1

   With Application
       CalcMode = .Calculation
       .Calculation = xlCalculationManual
       .ScreenUpdating = False
   End With

   ' Add worksheet to copy/Paste the unique list
   Set ws2 = Worksheets.Add

   'Fill in the path\folder where you want the new folder with the files
   'you can use also this "C:\Users\Ron\test"
   MyPath = Application.DefaultFilePath

   'Add a slash at the end if the user forget it
   If Right(MyPath, 1) <> "\" Then
       MyPath = MyPath & "\"
   End If

   'Create folder for the new files
   foldername = MyPath & Format(Now, "yyyy-mm-dd hh-mm-ss") & "\"
   MkDir foldername

   With ws2
       'first we copy the Unique data from the filter field to ws2
       rng.Columns(FieldNum).AdvancedFilter _
               Action:=xlFilterCopy, _
               CopyToRange:=.Range("A1"), Unique:=True

       'loop through the unique list in ws2 and filter/copy to a new workbook
       Lrow = .Cells(Rows.Count, "A").End(xlUp).Row
       For Each cell In .Range("A2:A" & Lrow)

           'Add new workbook with one sheet
           Set WSNew = Workbooks.Add(xlWBATWorksheet).Worksheets(1)

           'Firstly, remove the AutoFilter
           ws1.AutoFilterMode = False

           'Filter the range
           rng.AutoFilter Field:=FieldNum, Criteria1:="=" & cell.Value

           'Copy the visible data and use PasteSpecial to paste to the new worksheet
           ws1.AutoFilter.Range.Copy
           With WSNew.Range("A1")
               ' Paste:=8 will copy the columnwidth in Excel 2000 and higher
               .PasteSpecial Paste:=8
               .PasteSpecial xlPasteValues
               .PasteSpecial xlPasteFormats
               Application.CutCopyMode = False
               .Select
           End With

           'Save the file in the newfolder and close it
           WSNew.Parent.SaveAs foldername & " Value = " _
                             & cell.Value, ws1.Parent.FileFormat
           WSNew.Parent.Close False

           'Close AutoFilter
           ws1.AutoFilterMode = False

       Next cell

       'Delete the ws2 sheet
       On Error Resume Next
       Application.DisplayAlerts = False
       .Delete
       Application.DisplayAlerts = True
       On Error GoTo 0

   End With

   MsgBox "Look in " & foldername & " for the files"

   With Application
       .ScreenUpdating = True
       .Calculation = CalcMode
   End With
End Sub