dropdown list:comprise cities

Hi,
I have a number of Excel sheets with various dropdowns lists. The lists comprise cities in the world.
What I can't work out is how to set them up so that rather than having to scroll through the list I can just press a letter on the keyboard and it will take me to the first city starting with that letter.
e.g. List has:

Sacramento
Santos
Seattle
Sydney

At the moment when I access the dropdown list I have to use the mouse the move the scroll bar beside the list all the way to "S". I would much prefer just to press "S" on the keyboard and it take me to the first "S", i.e. Sacramento.

I see this working on websites but can't work it out on Excel.

I'm using Excel 2007.

Appreciate advice on this.

Cheers

Cheers. I'll experiment with that