This works fine:
Selection.Validation.Add xlValidateList, , , "10000,20000,30000"

How do I use comma INSIDE my items in the list, fx. if I want the list to
contain:
10,000
20,000
30,000

One would assume that the following would do the trick, but it doesn't:
Selection.Validation.Add xlValidateList, , , "'10,000','20,000','30,000'"

Any idea on how to do this?