1. Open new Excel file
2. Save as .xls or .xlsm
3. View|Macros|View Macros
4. Type in a new macro name|Click Create
5. Key in macro:
Dim arrayTestData(0 To 99, 0 To 99) As Long
Dim n As Integer, m As Integer
For n = 0 To 99
For m = 0 To 99
arrayTestData(n, m) = n * 100 + m
Next
Next
Range("A1", "A1").Resize(100, 100).Value = arrayTestData
6. Click Run button
Reference
http://msdn.microsoft.com/en-us/library/aa139976%28v=office.10%29.aspx