Insert an option button (radio button) from the forms toolbar. Then right click the button and select format control then go to the contol tab and a cell link field will be there for you to use. You can define the link to a different sheet if you wish.
Hi Kelly, just expanding on Geroge's comments, after you add the first option box from the forms toolbar, right click it and select Format then in the Control tab amend the CellLink field to the address of the cell you want the answer to go. As you add new option buttons the CellLink field will automatically point to the same cell as the first one added. You will see the answer it returns will reflect the order of the option buttons added to the sheet (ie as they were created, not their order on the sheet). So if the third option button added is selected, then the linked cell will return three. So by th number returned you can tell which option is selected (True) meaning all the others will be false.
If you require to group your options (eg you want a group of three to choose from, then a separate group of 2 to choose from) first create a Group Box control and then add the ones you want grouped inside the frame of the group box.