Excel drop down lists

I have been doing spreadsheets a little while now, i manage to do simple things like having drop down boxes from a list formed under the data/validation section, problem with this is that the drop down function is highlighted only when the mouse is over the cell. I have some spreadsheets that i have picked up around the place and they have drop down boxes shown all the time, these seem to reference information on another worksheet, when data is selected from the list it automatically puts data specific into another cell, ie if your list shows car manufacturers then once you select ford the next cell would have all the ford cards, i imagine that cell is formulated under the IF function, i'm not sure how to do this and would like some help, basic stuff like hyperlinking between worksheets is fine, just not sure how to get these drop down boxes as shown