VBA or Macro to control data filter

Hi friends,

I have a sheet with two rows of headers. When a user selects Data>Filter and clicks on the down-arrow for the field she wants to sort, she gets a list of checkbox selections showing the data in that field. She can then uncheck any data she doesn't want included. It also includes check-boxes for the second header row (by displaying the text in that header) and (Blanks).

It's difficult to tell ALL USERS to be sure not to uncheck those last two check-boxes. Rather, I'd very much like for that filter box to open and EITHER grey out those two selections or just not show them at all since I ALWAYS want them to be displayed.

Is this request even possible? If so, I'd greatly appreciate a script (or some kind of instructions if there's another way to solve this) to perform this task.

Thanks in advance from anyone willing to share their skills and knowledge with me.

Thank you very much for the reply. I didn't think I'd be able to do it -- I was just hoping someone knew a trick.
Have a good day!