[AccessD] SQL - IN Operator - Possible to use parameter

Access - SQL:

Is it possible to turn a select query using the IN operator into a parameter
query?

Like in :
SELECT *
FROM Orders
WHERE ShipRegion In ('Avon','Glos','Som')

something like :
SELECT *
FROM Orders
WHERE ShipRegion In ([Criteria:])

which only returns rows when I enter one criterium - any attempts of two or more
criteria returns no rows.....

I am using two select queries both using the IN operator as basis for a third
result query (left out join between the two query statements).

The only way to parametize the two select queries appears to be via vba code -
creating the querydefs each time... or?

/borge