How do I create Filtered Pick Lists?

i have a sheet with 4 columns, and hundreds of rows of data.

for ex: Country, division, team, Employee_Name

On another sheet i need to create pick lists from that data. (i have no problem with that). What i need is to figure out how do i filter those list.

for example, on another sheet where i enter my data i need to enter the info that i already taltked about (i use pick list to speed it up and to avoid fat fingering my data) if i pick USA, as the country, the pick list in the division colomn on the other sheet will only show me divisions that are in the US. and so on...

How do i do that?

Thanks