regards Spreadsheet::WriteExcel the documentation does not mention an autofilter method, however under the "To Do" section it reads
"The roadmap is as follows:
Fix insert_bitmap to work with write_comment(), OpenOffice.org and Gnumeric.
Add AutoFilters.
Add better defaults for Excel on the Mac.
"
Regarding use Spreadsheet::WriteExcelXML can you post all of the code you are using? It is quite difficult to tell what may or may not be the problem without seeing exactly what is going on.