dynamic list box creation

Hello,
I have all candidate names in cell A1 of sheet2 joined by ||_ special character. ( eg. Mohan||_Prasad||_Gutta).
my aim is to split the candidate name and have to provide those names in a drop down list in sheet column A of Sheet1 for all the cells.
i have written code to get data from the sheet2 and splitting the information using seperator ||_
I thought of making use of a function which will do all these action.
But i am not sure how to create a list box in the cell dynamically from the macro function
could you please tell me how to achieve this.
Thanks in advance.
Kind Regards,
Mohan