Comparing sql record to cell value

I am assigning a value to a variable from an oracle query using 0040 and a dynaset.

Eg For i = 1 To OraDynaSet.RecordCount
dbValue = OraDynaSet.Fields(0).Value
............................ bla bla


I am then trying to compare this variable with some value in a range and am getting in all sorts of a mess with Exit For, End If

What I am trying to do is getting first record and compare to every value in my range eg Range("A1:A3"). If it find a value then good and we move onto next record. If it does not find a matching value then up pops a msgbox and procedure stops. If all records from query are matched in the range then naturally it also stops or does something else without any problems


Thanks