I handle this by putting a text message that says "No Data To Display" floated UNDER the sheet the user sees.
This selection generates no rows.
But the following selection does:
My action sheet shows the number of rows selected by the various filters and parameters, and when the user clicks on that "rows Selected" sheet, the action gets triggered.
At one point I just had an Excel icon there, but some selection criteria generated output files with too many rows. So I changed it to this approach, and the user knows whether or not he wants to generate a file with that many rows.
FYI, the "No rows Selected" text box is always displayed, but my download sheet hides it if there are any rows selected because that sheet floats on top of the text box.