Here's one possible solution using mod arithematic:

Sub GetSelectedColumn()

Dim iCol As Integer
Dim sCol As String

iCol = ActiveCell.Column

If iCol 26 Then
sCol = Chr(Int(iCol / 26) + 64) & Chr((iCol Mod 26) + 64)
Else
sCol = Chr(iCol + 64)
End If
MsgBox sCol

End Sub

Notes:
- Excel's columns go from A = 1 to IV = 256
- The Chr() function returns the character for a given ASCII value,
where Chr(65) = 'A', Chr(66) = 'B', etc.
- Int() truncates a division to the integer portion and Mod gives the
remainder of the dision operation. These two values are then used to
get the 1st and 2nd column identifiers.

--Nick