How do i show the drop down arrow for a list in Excel

[Win98 Rules]

I have created an almost working data/validation/list in Excel 2003. I can
see the note when I click on the cell, but it does not show me the arrow for
the dropdown list. I have the "In-cell dropdown" box checked. Furthermore,
it will not give me an error if something is typed incorrectly.

Lastly, I can right click on the cell and it gives me the option to "Pick
from drop down list" and this DOES work.

I have created many dropdown lists before, but this one is giving me
problems. Hopefully it is something obvious that I have missed.

 

[Debra Dalgleish]

There are some reasons for missing data validation arrows listed here:

http://www.contextures.com/xlDataVal08.html#ArrowsNotVisible