Option Explicit
Private Sub Worksheet_Change(ByVal Target As Range)
If Intersect(Target, Range("G2:G6000")) Is Nothing Or Target.Cells.count > 1 Then Exit Sub
If Target.Value = "My Number" Then
Target.Offset(0, 1).Select
With Selection
With .Validation
.Delete
.Add xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
xlBetween, Formula1:="='my values'!$V$2:$V$9"
End With
End With
End If
End Sub