listbox in excel that is an option for sql query
 

I have a set of data that looks like this

STATE CITY
OR Portland
OR Beaverton
WA Seattle
WA Olympia
WA Spokane
CA Los Angeles
CA San Diego
CA San Jose

What I would like to be able to do is have 3 list boxes, the first one
would contain the State abbreviation, OR,WA,CA
which I can multiselect and then the 2nd listbox would populate with
all the city's that belong to the states chosen. These two would be
in a where clause of an sql statement that I would query a database to
return data that populates the 3rd listbox. How would I go about
doing this?

Thanks