I am currently running a macro to allow me to select more than one item from
a drop down list, however after all the selections are made, if I try to go
in to the cell and erase one, it displays an error and will not let me do so.
I suspect it has something to do with the fact that the cell is formatted as
a list in the data validation tab, but I am not sure how to work around that.

Here is the code I am currently running, in case it helps.

Private Sub Worksheet_Change(ByVal Target As Range)
Dim rngDV As Range
Dim oldVal As String
Dim newVal As String
If Target.Count 1 Then GoTo exitHandler

On Error Resume Next
Set rngDV = Cells.SpecialCells(xlCellTypeAllValidation)
On Error GoTo exitHandler

If rngDV Is Nothing Then GoTo exitHandler

If Intersect(Target, rngDV) Is Nothing Then
'do nothing
Else
Application.EnableEvents = False
newVal = Target.Value
Application.Undo
oldVal = Target.Value
Target.Value = newVal
If Target.Column = 5 Then
If oldVal = "" Then
'do nothing
Else
If newVal = "" Then
'do nothing
Else
Target.Value = oldVal _
& ", " & newVal
End If
End If
End If
End If

exitHandler:
Application.EnableEvents = True
End Sub