Excel experts: how do I make this kind of a dropdown list (details inside)?

Have you been on websites where you are entering your address and you can select your state by typing just the first letter of one of the states?
For example, if you type “c”, “California” is automatically selected and all you have to do is hit enter or tab out of it. If you type “co”, then “Colorado” is selected, etc.
This would make data entry go a lot faster.
How can I do this in Excel without having to learn a programming language and without VBA?