I need a function which searches for duplicates NOT ONLY in the same column,
but also in the same column in ALL worksheets in the book.

I have tried COUNTIF-formula in conditional formating, but it doesn't seem
to allow multiple sheets in the formula.
I have also tried the Duplicate Master AddIn, which actually solves the
problem, but I need Excel to warn when a duplicate is entered without having
to run the AddIn.