I practice using this dummy function and it populated my Listbox
with the values  1 to 26 and A to Z. Using the tip from David about
hiding the first column  I was able to see only A to Z but read
the Value property  and extract the number  of the letter.

Thanks to all.

Private Sub UserForm_Initialize()
Dim i As Integer
For i = 0 To 25
lstArrayList.AddItem
lstArrayList.List(i, 0) = i + 1
lstArrayList.List(i, 1) = "Column " & Chr(i + 65)
Next i
End Sub