I am using Office XP (2002) with all service packs applied

I have created a spreadsheet with any number of columns. I have added the
dropdown feature (not sure of its exact name) on the column heading, so that
I can easily select all entries in that column that have a specific value. -
(A down Arrow has now appeared at the end of the column heading that I can
click on to do this).

Most of the column values are one entry e.g. FRED or JOE, so when I click on
the arrow I can select all of the FRED or JOE entries. Some of the column
values can be FRED and JOE however.

I want a way to be able to enter FRED and JOE in one column cell, but when I
click on the drop down, be able to select FRED and see all single FRED rows,
plus the one that contains FRED (even if it contains something else)

If I now look at the options from the Drop down Arrow, I have one for FRED,
one for JOE and one for FRED,JOE.

Is there a seperation character, that I can use to enable me to do this, I
have tried commas, colons etc.

Please can you help me?