Thanks!

Download excel file
udf-merge-ranges.xls

Udf is in cell range B3:B24, sheet1.

I pasted the code in the VBA module and typed the statement:
=MergeRanges(A2:A11, B2:B11, C2:C11) into the Merge cell. Then copied it down. However, notice only the A range merged. Also, the merged column repeated dd and ff (the only ones preceeded by a space). Any idea what I messed up?

I hope this user defined function works in excel 2003:

Function MergeRanges(ParamArray arguments() As Variant) As Variant()
Dim cell As Range, temp() As Variant
ReDim temp(0)
For Each argument In arguments
  For Each cell In argument
    If cell <> "" Then
      temp(UBound(temp)) = cell
      ReDim Preserve temp(UBound(temp) + 1)
    End If
  Next cell
Next argument
ReDim Preserve temp(UBound(temp) - 1)
MergeRanges = Application.Transpose(temp)
End Function

Where to copy the code?

Press Alt-F11 to open visual basic editor
Click Module on the Insert menu
Copy and paste the user defined function into module
Exit visual basic editor

How to use user defined function in excel

Select a cell
Type MergeRanges(A1:C10, Sheet2!A3:B10) in formula bar, you can have as many range arguments you like.
Press Ctrl + SHIFT + ENTER
Add more cells to your selection.
Click in Formula bar.
Press Ctrl + SHIFT + ENTER