Drop Down Lists: how to make source from different worksheet

When creating a drop-down list using Validation, is there any way to make the source a different worksheet in the workbook? Right now when I click on Source and select my list, it will not allow me to go to another worksheet. If I manually enter a reference to cells in another worksheet, such as 'PCP'!$A$2:$A$250 it only shows that cited reference, not the actual list.