Event study

Hi,
For my thesis I'm working on an event study, in which I research the potential impact of terrorist attacks on the national marketindex.
I have information on the event dates, and have all the return data of the market indices of all the countries in which the events took place. I've got about 2000 events, so I need to find some function/set of function through which I can automatically achieve the following:

For each event excel has to look at the country in which it took place, and which index it has to lookup (and at which time). Then return the return-data for the event for the dates -261 trading days fór the event date (t=0), and 5 days after it.

On another topic Niek got a similar problem, maybe that this could be fixed to? I am not such an excel expert...

Hope you can help me out!
Tnx!