Comparing rows of two different sheets

Hi all,

Here is the situation: I have thousands of rows to go through on one sheet and I have to find which ones exist in another sheet.

For example:

Sheet 1 Sheet 2

Column A Column A
A A
B C
C D
D


So how do I macro the search to take the Values of Sheet 2 and IF it is in Sheet 1 to create that row in a Sheet 3.

Thanks so much for your help,this will save me days of work at my job!

-Ryan