For the future reference of anyone seeking a solution to the same problem,
check the file name of the worksheet which contains your list. If it contains
a space, that is likely your problem.

I had the exact same error message as Henk, but when I changed my file name
from "Telecom Staff List.xls" to "Telecom_Staff_List.xls" it worked.

"Henk" wrote:

In data validation I'm trying to refer to a list in a different sheet but I
didnt work. I have followed the help function in Microsoft but I keep getting
the message that in data validation you cannot refer to a list in a different
workbook.