How can I implement a multi-column list for data validation in a worksheet,
i.e., not in user form?

I have a worksheet that user needs to pick a vendor from a valid list. I
want to show both the vendor number and name on the list, but, I prefer not
to use user form to accomplish this.

In addition, the validation list does not seem to be as user-friendly as it
is in Access, which will jump to the right record as you type. Is there
something in Excel that is similar? Your help is appreciated.