Match lists and display pop-up message

[llorcs]

Dear members!
I would like to ask for some help regarding the following problem:

In my workbook I have two sheets. Sheet 1 contains two columns with data. Sheet 2 contains two columns with a list of words/phrases. I would like to achieve the following: if the data in Sheet 1 differs from the proper phrases in Sheet 2 I would like it to display a pop-up window.
Furthermore, in some cells in Sheet 1 several values are entered and separated by a comma.

I know it is not much and far from what I want to achieve, but here is my code:

Sub listmatch()
For i = 2 To 2


    If Cells(i, "A") <> Worksheets("Sheet2").Cells(i, "B") Then
    MsgBox "Data 1 Does Not Match"
        End If
        
    For j = 2 To 2
        If Cells(j, "B") <> Worksheets("Sheet2").Cells(j, "C") Then
        MsgBox "Data 2 Does not Match"
            
    End If
    Next j
Next i
End Sub

I am also attaching a sample with data:
https://dl.dropboxusercontent.com/u/62891955/list match.xlsx

Thank you for any input/feedback/help!