Instead of Typing - Select from Drop down list

Dear Friends

Excel 2007 Version

I have a simple Question. In Cell A1 - for my application only 2 entries may come. One is M for Male and another one is F for Female. Instead of Typing M or F i want to make one drop downlist and i have to select M or F so that the following advantages will rise.

1) By error no other entry will come excpet M or F,
2) Each and Every i no need to remember that Except M of F other letters shoule not come while i workign with a drop down list,

Now my Question is how to create drop down list.

thanks in advance

thilag