MultiSelect Popup

Need to know if this is possible:

I would like to place a small VBA form in Excel. It needs to popup whenever a user clicks on a cell in a certain column. On this form I'd like to have a multi select box that populates the cell, with the selected values, in a comma delimited format.

I was basically thinking about writing a macro for this but have never done that. So, is this possible and are there any suggestions on how to get it done?

Yes, it's possible, kind of.
Right click your sheet tab, take "View Code" for the sheet, that should
take you to events for the sheet. You want Worksheet: Selection
Change. You'll need to get the Address and column of the selection.
You'll need to validate so that if it's the column you're concerned
about(Warning: Sometimes you can get unexpected results from a multiple
selection, but for the most part it works OK.) it will trigger macro
actions. Such as:
You'll need to create a User Form in the Visual Basic Editor. When
it's triggered(by your If statement above) it will need to have a list
box....and you need to load that list box with values. Then when the
user makes a selection and clicks enter, you will load the selection
into the cell (whose address you captured above).
It seems like a simple thing when it's all built, but it's a lot of
pieces.
My advice is that this is a good way to start learning, just work on
one piece at a time, and when they're all connected up together and
working, you'll feel great!!

Alan