Try this user defined function

Function ConcatenateSpecial(MyRange As Range)
For Each Cell In MyRange
    If Cell <> "" Then ConcatenateSpecial = ConcatenateSpecial & Cell & ","
Next Cell
ConcatenateSpecial = Left(ConcatenateSpecial, Len(ConcatenateSpecial) - 1)
End Function
Paste this into a new module in the VBA editor. In the worksheet, select this function from the list in the function wizard in the user defined selection at the bottom of the options.