First, this won't work in versions of excel before xl2002--just in case you
think you may use it there.  (You can't use .find in a UDF called from a
worksheet cell until xl2002.)

Option Explicit
Function myLookup(KeyValue As String, LookupRng As Range) As Variant

   Dim FoundCell As Range
   
   With LookupRng
       Set FoundCell = .Cells.Find(what:=KeyValue, _
           after:=.Cells(.Cells.Count), _
           LookIn:=xlValues, _
           lookat:=xlWhole, _
           searchorder:=xlByRows, _
           searchDirection:=xlNext, _
           MatchCase:=False)
   End With
   
   If FoundCell Is Nothing Then
       myLookup = "Not Found!" 'anything you want
   Else
       myLookup = FoundCell.Offset(0, 1).Value
   End If
End Function

If you're new to macros, you may want to read David McRitchie's intro at:
http://www.mvps.org/dmcritchie/excel/getstarted.htm

Short course:

Open your workbook.
Hit alt-f11 to get to the VBE (where macros/UDF's live)
hit ctrl-R to view the project explorer
Find your workbook.
should look like:   VBAProject (yourfilename.xls)  

right click on the project name
Insert, then Module
You should see the code window pop up on the right hand side

Paste the code in there.

Now go back to excel.
Into a test cell and type:
=myLookup(a1,sheet99!a:j)
or
=myLookup(a1,sheet99!a1:x999)