Sorting to find unique entries

Hi, I'm fairly new to VBA and programming in general and I've been presented with a task that has thrown me for a loop. I know it's not really a hard task but for some reason I can't grasp how I should do it. My question involves lots of data that is going to be changing on a weekly basis lets say in column A I have data

A
A
A
A
A
A
A
B
B
B
B
B
C
C
C
C

and I want to sort through this data and only find the "unique" data entries. ie. I only want A, B, C so that I can use them in a combo box for drop down selection. Right now I have it so that the drop down box is showing all the A's, B's, C's, etc. I know this can be done with some sort of sorting algorithm but I'm severely confused. Could anyone help me out?