Excel 2007 : Macro, repeat keystroke

Why not use the Find and Replace feature built into Excel? No VBA required and it is very fast and easy.

Click the column header, press Ctrl + H, click the Replace tab and type a comma in "Find What" box. Leave the "Replace with" box blank.

Sub Remove_Comma()

    Columns("A:A").Replace What:=",", Replacement:="", LookAt:=xlPart, _
        SearchOrder:=xlByRows, MatchCase:=False, SearchFormat:=False, _
        ReplaceFormat:=False

End Sub