Excel Cascading Listbox

Hi - I am trying to create a worksheet with three list boxes, which I would like to link and cascade, such that clicking a value in one box would filter the other box/es to just show values relating to that selection.

I have picked up some code from here: http://www.cpearson.com/Excel/LinkedListBoxes.aspx
However, it is quite slow, as I have a lot of values in two of my boxes.
Does anybody know:
a) how to speed this up or
b) an alternative method

I also do not want any of the listboxes to have a default value. The reason for this is that there are formulae built around the selections, which also apply an autofilter to data on another sheet. I need, when the sheet opens, to show all values (i.e. nothing selected), so the calculations can be applied to the entire dataset, with the user then able to drill down to the required level.

Any suggestions welcome.