how to link different dropdown lists

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Hopefully this will make sense,

I have a work book that contains various sheets with different information.
I have two different categories in one of the sheets,1 which contains counties and the other containing districts.I have done a validation for the county which allows me to pick a county from a drop down list which works fine.I would like to create a drop down list for the districts aswell such that when i select i.e southyorkshire from the counties dropdown list,the districts drop down list will bring only districts in southyorkshire,excluding all the other districsts.hopefully i'll like the same to apply to all other counties.

Please can I get some help on this.