The regular filter options in Excel don't allow for more than 2 criteria settings. To do 2+ criteria settings, you need to use the Advanced Filter option. Below are the steps I did to try this out.
http://www.bettersolutions.com/excel/EDZ483/QT419412321.htm
Set up the criteria. I put this above the values I want to filter. You could do that or put on a different worksheet. Note that putting the criteria in rows will make it an 'OR' filter and putting them in columns will make it an 'AND' filter.
- E1 : Letters
- E2 : =m
- E3 : =h
- E4 : =j
I put the data starting on row 5:
- A5 : Letters
- A6 :
- A7 :
- ...
Select the first data row (A6) and click the Advanced Filter option. The List Range should be pre-populated. Select the Criteria range as E1:E4 and click OK.
That should be it. Note that I use the '=' operator. You will want to use something a bit different to test for file extensions.