Run a for next loop to go through each row of data for your second data set checking if the selection of listbox1 matched the relevant column and add the data row by row.

EG listbox 1 = Month

data source for listbox 2 =
Type	Value
Month	Jan
Month	Mar
Month	May
Month	Sept
Month	Dec
Day	Mon
Day	Tue
Day	Thu
Day	Fri
Day	Sun
so the following code would fill the Listbox2;
Dim lngRow As Long

lngRow = 2

While Cells(lngRow, 1) <> ""
    If Cells(lngRow, 1) = ListBox1 Then Listbox2.AddItem Cells(lngRow, 2)
    lngRow = lngRow + 1
Wend