Remove blanks dynamically in range with blank cells

Edit: Remove duplicates!

I would like to remove duplicates and blanks from a range of cells dynamically.

In this fantastic video I can see how to do it from a list, but when there's blanks between the cell range it doesn't work.

http://www.youtube.com/watch?v=IZLAzIYfMDU


E.g. Range A1:A40 and there's blanks in A10, A25, A27, A35.


Thank you in advance.

Best regards,

Guillermo