If you're comfortable with a vba approach you might consider the following...
Private Sub Worksheet_Change(ByVal Target As Range)
Dim cmt As Comment
Dim dvRange As Range, r As Range
Set dvRange = Sheets("Sheet2").Range("D4:D7") 'Change to your sheet name and range
If Not Intersect(Target, Range("H4")) Is Nothing Then 'Change to your Data Validation range
For Each r In dvRange
If Target.Value = r.Value Then
The code should be pasted into the sheet module corresponding to the sheet with the drop down.