You can create a collection to hold the records that you find. This example uses text from a textbox, but you can modify it to use the data found in your grid.
Code:
Option Explicit
Public MyCollection As New Collection
Private Sub Command1_Click()
Dim bFound As Boolean
Dim strDummy As String
On Error Resume Next
strDummy = MyCollection.Item(Text1.Text)
bFound = (Err = 0)
If bFound Then
MsgBox "Duplicate"
Err.Clear
Else
MyCollection.Add Text1.Text, Text1.Text
End If
End Sub
BTW if you are not familiar with collections, the data following the .Add is the Item followed by the Key and in this case we've made them the same but they don't have to be.