Create hyperlinking index of Excel sheet data

Hello,

I'd like to be able to create an index of personal names that are contained in my workbook. And also make the entries into hyperlinks.

My idea of a macro to do what I need goes something like this:

Sub CreateIndex()
  Create an 'Index' sheet
  Go to first active cell in data sheet
  RetrieveData:
      If active cell contains text string beginning with uppercase letter (string may include hyphen and space)
      Retrieve string and cell number
      Convert to hyperlink
      Add to Index sheet
      End If
  Goto next active cell

   If text string exists in Index sheet
  Go to next active cell

  If text string not in Index sheet
  Go to RetrieveData

  Stop somehow ? at given range?
End Sub

Would be grateful for a macro or other solution. There are hundreds of personal names in my project.

Thanks....

Max