It's very easy and I have used this method many a time. Here is how from Microsoft website:

If you are using Microsoft Office Excel 2003/Microsoft Excel 2002

"A duplicate row (also called a record) in a list is one where all values in the row are an exact match of all the values in another row. To delete duplicate rows, you filter a list for unique rows, delete the original list, and then replace it with the filtered list. The original list must have column headers.

Caution Because you are permanently deleting data, it's a good idea to copy the original list to another worksheet or workbook before using the following procedure.

1. Select all the rows, including the column headers, in the list you want to filter. Click the top left cell of the range, and then drag to the bottom right cell.

2. On the Data menu, point to Filter, and then click Advanced Filter.

3. In the Advanced Filter dialog box, click Filter the list, in place.

4. Select the Unique records only check box, and then click OK.
The filtered list is displayed and the duplicate rows are hidden.

5. On the Edit menu, click Office Clipboard.
The Clipboard task pane is displayed.

6. Make sure the filtered list is still selected, and then click Copy .
The filtered list is highlighted with bounding outlines and the selection appears as an item at the top of the Clipboard.

7. On the Data menu, point to Filter, and then click Show All.
The original list is re-displayed.

8. Press the DELETE key.
The original list is deleted.

9. In the Clipboard, click on the filtered list item.
The filtered list appears in the same location as the original list. "

Check this link :

http://office.microsoft.com/en-us/excel/HA010346261033.aspx?pid=CL100570551033

The page also has many other tips to remove duplicates in coumns, etc.

If you are using Office 2007, I believe it has direct tool to remove duplicates under Data menu:

http://www.flickr.com/photos/tyler/156760775/

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