Dependant drop down validation with illegal characters

The title pretty much says it all.

I followed through
http://www.contextures.com/xlDataVal13.html
to try to figure this out myself. I don't follow... to put it bluntly.

Does anyone have an example of dependant drop boxes with illegal characters in them? Even just a teensy one... If I have an example I can manipulate I can actually see what does what... The several-paragraph-long explanation with descriptions of what's being referenced by what and where and why - isn't helping me any.