Filters Not Applying?

[Roux]

Extremely basic user alert. I have selected a range of filters but when I hit export/analyse in excel, it export's the entire dataset which is ginorm. I could then re-select from the pivot table filters but they are not the same/limited. I'm clearly missing something. I'd be v grateful for any help. Thanks. 

[Ritaf1983]

@Roux 

 Are you exporting the file from desktop or from a service?
You can help us understand where the problem lies by sharing screenshots of what you are doing.