Hi gordo, welcome to the board!!
There are a few ways to do this. Probably the easiest and most userfriendly is using Data Validation. Go to the Data menu, select Validation. From the Allow drop down select List. In the Source, either use a named range (e.g. =NamedRange) or type in your values, e.g. "1,2,3,4" (w/o quotes). Note if you type in your values, there needs to be no spaces around the commas.
HTH