How to get column index fo filered column in VBA

Solution for MS Excel 2003

Steps to do:
1) Add new module (do not change it name: Module1)

Option Explicit

Public ExcApp As MyApp

2) Add below code to ThisWorkbook module:

Option Explicit

Private Sub Workbook_BeforeClose(Cancel As Boolean)
Set ExcApp = Nothing
End Sub

Private Sub Workbook_Open()
Set ExcApp = New MyApp
End Sub

3) Add new Class Module (change it name to: MyApp)

Option Explicit

Public WithEvents oApp As Application


Private Sub Class_Initialize()
Set oApp = Application
End Sub

Private Sub Class_Terminate()
Set oApp = Nothing
End Sub

Private Sub oApp_SheetSelectionChange(ByVal Sh As Object, ByVal Target As Range)
Dim rng As Range, wsh As Worksheet, af As AutoFilter, f As Filter, i As Integer
Dim sTmp As String

On Error Resume Next

Set rng = Target
Set wsh = rng.Parent
Set af = wsh.AutoFilter

sTmp = "Filter range: " & af.Range.Address & vbCr
For Each f In af.Filters
    i = i + 1
    If f.On Then
        sTmp = sTmp & "Filter on: " & af.Range.Cells(af.Range.Rows(1).Row, i).Address & vbCr
        sTmp = sTmp & "Criteria 1: " & f.Criteria1 & vbCr
        sTmp = sTmp & "Operator: " & f.Operator & vbCr
        sTmp = sTmp & "Criteria 2: " & f.Criteria2
    End If
Next

If sTmp<>"" Then MsgBox sTmp, vbInformation, "Filter information..."

Set f = Nothing
Set af = Nothing
Set wsh = Nothing
Set rng = Nothing

End Sub

4. Save workbook, close it and open it again with "Enable macros" option.

That's all!