Welcome to the lounge!
I am afraid I don't understand how the Vlookup relates to a "dropdown" box.
What kind of dropdown box is it?
On a sheet:
Data validation, combo box from Forms toolbar or combobox from controls toolbox
Combobox on a form
How are you filling the entries in the combobox?
Vlookups do not require a sorted list (if you want an exact match, it is required for an approximate match).