Filtering Issues

Hi,
I'm having an issue figuring out to do a filter when you have multiple cells as the criteria. I have tried the advanced filter but don't get the desired results. My current is using Access and just would like to see if I have an option B and that option would be to use Excel.

My question is, is there a way to do this outside of using VBA? I'm not against using VBA but just trying to see if there is another option before I go that route.
Goal:
Filter all columns in "data" sheet by using column A in "trying to filter" sheet as the criteria.

Advanced Filter Attempts with:
-Filter the list, in-place
a. List Range $A$1:$D$66(in "data" sheet)
b. Criteria Range 'trying to filter'!$A$A

-Copy to Another Location
a. Same as above $F$1:$I$1(in "data" sheet)


Both attempts I get what is currently already in "data" sheet.