Hi,
The reason I posted this ad hoc question (I know they aren't really popular) is that this is just a minor job and I probably won't use VBA in the future (then again... who knows!). I just tried to find a way to handle a lot of data in an efficient way.
Thank you, Paul, for investing your time to help me and make my life easier!
For everyone else reading this: A minor modification was necessary for the code to actually do what I want:
Sub Subsegments()
Dim i As Long
For j = 1 To 20
Dim x As Integer
x = 1
For i = 1 To 10
If InStr(ActiveSheet.Cells(j, 1).Value, ActiveSheet.Cells(i, 2).Value) > 0 Then
ActiveSheet.Cells(j, 2 + x).Value = ActiveSheet.Cells(i, 2).Value
x = x + 1
End If
Next i
Next j
End Sub