I'm just guessing what you're trying to do, but if you want to make a list based on entries on another sheet, give the range with the list data a name (select it and press Ctrl-F3, then type a name). You can then refer to that list in the Data validation dialog box.
So if your list data are on Sheet1!A1:A5, give that range a name, such as myValidationList, then go to the cell to be validated, and make a validation referring to =myValidationList
Cheers,
Joerd
Please see FAQ731-376 for tips on how to make the best use of Eng-Tips.