This might be a possible solution. In the quick filter, it is possible to turn off the All option. Click in the upper right corner of the quick filter and select Customize-->uncheck Show 'All' Value. Then, sort the field in the data box (right click on the field and select Field Properties-->Sort-->Manual, and sort so that SITE_ALL is at the top).
I hope this helps!
I cannot remove the "ALL". the reason is "I have 4 filters interlinked with each other". When a user clicks on SITE filter (Filter1), then the other filters will have values relevant to the option selected and so on. When I finally want to change everything from Filter 1, then I have to reset Filter 4 then Filter 3 and so on by selecting (All) in each of the filters, to be able to change my selection.
If I select say US in filter 1, then I need "US(All)" to be preselcted in other filters. Saving this selection doesn't solve my problem since I need similar preselctions for other options as well.. Say UK in filter 1, then UK (All) needs to be preselected..
Is there any other solution for this problem?