To be perfectly honest, creating excel sheets using interop is an absolute development nightmare. For one, if the user does not have excel installed, your application will not work. The error you described is one of many similar ones I have seen when I tried to do it with interop (that's what is throwing the error). The problem is, the syntax changes with each different version of excel, so even if you finally get it to work, you can start over as soon as MickeySoft decides to market a new Office version. Personally, I have decided to cut my losses, and I have rebuilt the whole thing using xml. That means I basically build up an xml file in a string and in the end I save the string to an excel file. I can now create excel files containing autofilters, all kinds of formatting, frozen panes, and more, and the resulting file can be opened in any excel version from 97 to 2007. In other words, I warmly recommend using my approach, and saving yourself a big headache.
My advice is free, and you may get what you paid for.