Start here
http://www.rondebruin.nl/delete.htm

For example try this one

This will check column A (Change it to the column you want)
'We check the values in the A column in this example
           With .Cells(Lrow, "A")

Add the other values to the array in the macro

                   If IsError(Application.Match(.Value, _
                   Array("A", "C", "H"), 0)) Then .EntireRow.Delete

You can also add a list of values on another worksheet if you find that easy ?

Sub Loop_Example()
   Dim Firstrow As Long
   Dim Lastrow As Long
   Dim Lrow As Long
   Dim CalcMode As Long
   Dim ViewMode As Long

   With Application
       CalcMode = .Calculation
       .Calculation = xlCalculationManual
       .ScreenUpdating = False
   End With

   'We use the ActiveSheet but you can replace this with
   'Sheets("MySheet")if you want
   With ActiveSheet

       'We select the sheet so we can change the window view
       .Select

       'If you are in Page Break Preview Or Page Layout view go
       'back to normal view, we do this for speed
       ViewMode = ActiveWindow.View
       ActiveWindow.View = xlNormalView

       'Turn off Page Breaks, we do this for speed
       .DisplayPageBreaks = False

       'Set the first and last row to loop through
       Firstrow = .UsedRange.Cells(1).Row
       Lastrow = .UsedRange.Rows(.UsedRange.Rows.Count).Row

       'We loop from Lastrow to Firstrow (bottom to top)
       For Lrow = Lastrow To Firstrow Step -1

           'We check the values in the A column in this example
           With .Cells(Lrow, "A")

               If Not IsError(.Value) Then

                   If IsError(Application.Match(.Value, _
                   Array("A", "C", "H"), 0)) Then .EntireRow.Delete

               End If

           End With

       Next Lrow

   End With

   ActiveWindow.View = ViewMode
   With Application
       .ScreenUpdating = True
       .Calculation = CalcMode
   End With

End Sub