VB Script search within a column in one Wb and find in another WB and Highlight yellow

Maybe:

Sub DixieDiver()
Dim x As String
Dim i As Long
Dim y As Range
For i = 2 To Range("A" & Rows.Count).End(3).Row
    x = Range("A" & i).Value
        Set y = Workbooks("Another Workbook.xls").Sheets("Sheet1").Cells.Find(x, LookIn:=xlValues, lookat:=xlWhole)
            If Not y Is Nothing Then
                Workbooks("Another Workbook.xls").Sheets("Sheet1").Cells(y.Row, y.Column).Interior.ColorIndex = 6
            End If
        Set y = Nothing
Next i

End Sub