How about using Match, as suggested in answer here.
MD
http://www.vbaexpress.com/forum/showthread.php?t=1148
Sub TestArray()
Dim X, YourStr, NumThere As Boolean, NumPos As Long
X = Array("AA", "BB", "CC", "DD")
YourStr = "CC"
On Error Resume Next
NumPos = Application.WorksheetFunction.Match(YourStr, X, 0)
If NumPos > 0 Then NumThere = True
On Error GoTo 0
If NumThere Then
MsgBox "The string " & YourStr & " is in position " & NumPos
Else
MsgBox "The string " & YourStr & " is not in the array"
End If
End Sub