Excel List Box


I want to create an Excel file that uses two list boxes. The first calls up an Excel file containing the data pertaining to a single state; it uses the list in column K, from K1:K51 (including DC). I'd like the second to contain a list of cities in the state, which I copy from the state file to column L. However, every state has a different number of cities, so I can't specify (using the List wizard) the length of the column. How can I set the length dynamically?