If you simply select data filter with a single cell activated, Excel will assume that the first blank row is the end of the data.

If you manually select the range data and row headers, and then enable data filter, it will filter the range you specified.

Shortcuts are as follows:

Click on the first column of the data header.
Hold the Shift key.
Press the "End" key.
Press the right arrow key.
Hold the Page Down key until you get to the end of your data.
Let go of the Shift key.
Click on Data Filter.