Strictly speaking, there is no such thing as 'VBA SQL'. It is the database
engine (JET if you are using an MDB) that interprets the SQL command. To
VBA, it's just another string.
That said, IN is a valid (JET) SQL term, you're just missing the parentheses
around the value list and the quotes around the string values ...
SELECT * FROM TableName WHERE FieldName IN ('a', 'b', 'c')
See 'IN Operator' in the help files for more information.