Pivit Table not Filtering???

Using Excel 2010. I've inserted Field Headers but their drop-down filters buttons don't work. However, if I insert data filters in the empty row above, these filters work just fine. Any ideas as to what I'm doing wrong?

Thanks. David

It's proprietary, sorry to say. And large, otherwise I would reproduce it, "scrubbed". I was just wondering if this is a common problem and, if so, what are some of the usual suspects....Any suggestions are welcome! Thanks. David

Problem seems solved now. I clicked on a cell in the empty row above to insert the filters (which worked previously) and lo and behold filters appeared in the non Field Header columns and all filters now work. Not sure what's going on.... but I'll take it! Thanks. David