Macro to select multiple values in Data Validation List

JoaoTeixeira 

Sorry about that. Here is a working version:

Private Sub Worksheet_Change(ByVal Target As Range)
    Dim OldValue As String
    Dim NewValue As String
    Application.EnableEvents = True
    On Error GoTo ExitSub

    If Not Intersect(Target, Range("I:K,M:P")) Is Nothing Then
        If Target.SpecialCells(xlCellTypeAllValidation) Is Nothing Then
            GoTo ExitSub
        ElseIf Target.Value = "" Then
            GoTo ExitSub
        Else
            Application.EnableEvents = False
            NewValue = Target.Value
            Application.Undo
            OldValue = Target.Value
            If OldValue = "" Then
                Target.Value = NewValue
            Else
                If InStr(1, OldValue, NewValue) = 0 Then
                    Target.Value = OldValue & "; " & NewValue
                    Else:
                    Target.Value = OldValue
                End If
            End If
        End If
    End If
ExitSub:
    Application.EnableEvents = True
End Sub