Compare two columns

Hi,
there's an excellent example here on this site of how to compare two columns. This example, however, returns which rows that don't have matching data.
I'm looking to compare two columns that have data supplied in no particular order. I need to know what is in column A that isn't in column B, & similarly I'd like to know what's in Column B that isn't in column A. I'd like to print the results in Sheet3.
I guess it's easier said than done
I need to do this with VBA as opposed to formula.
Can anyone point me in the right direction please?

http://www.exceltip.com/st/Compare_t...Excel/476.html

It is easy to do with a formula, but I suppose you don't what that, since you wrote "I need to do this with VBA as opposed to formula".

With formula:

=IF(ISNUMBER(MATCH(Sheet1!B2;Sheet1!$A$2:$A$25;0));"";Sheet1!B2&" is missing in column A. ")&IF(ISNUMBER(MATCH(Sheet1!A2;Sheet1!$B$2:$B$25;0));"";Sheet1!A2&" is missing in column B. ")

With VBA:

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From:http://www.mrexcel.com/forum/showthread.php?t=330477

Hope this helped
//Ola

Thank you very much olasa

Thanks for the feedback
//Ola