While this is not a "custom filter", it does allow you to select all the
dates in a month you specify. Select the column with your dates in them
(here I am assuming your dates are formatted m/d/yyyy... adjust for your
actual date format), click Edit/Find on Excel's menu bar (or key in Ctrl+F)
to bring up the Find dialog box. If you cannot see the extra options, click
the "Options>>" button to expose them. Assuming for this example that you
want to find all the July 2008 dates, put 7/*/2008 in the "Find what" field,
select "Sheet" in the "Within" drop down, select "Values" in the "Look in"
drop down, then click the "Find All" button and follow that by keying in
Ctrl+A. You can now close the Find dialog box and all the July 2008 dates
should be selected.
Rick