Hi, GGGGG!
Just answered here, were you posted:
http://chandoo.org/forums/topic/data-validation-list-automatically-shows-the-first-item-in-the-list#post-28632
The technique used is for a 2 chained level of list boxes, but it can be easily adapted to 3 as in your question, or even more.
As a recommendation, it'd be easier for people who reads a topic to have all the main thread and all the comments/posts within that topic, and reference other topics with links if needed, so as to being able to follow the history of the thread from one single place. Additionaly, you don't hijack other user's topic.
I copy my answer below:
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@GGGGG
Hi!
The last link is to a workbook that has a 2 level of chained drop down list boxes.
First level, country (3 entries in the example). Column A.
Second level, city (3, 2, 4, entries). Columns B:D.
First drop down list box, G1. Yellow shaded.
Second drop down list box, J1. Idem.
Regards!
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Regards!