because I'm bored:
'in Sheet1
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Target.Column = Application.Match("SITE", Target.Parent.Rows(1), 0) Then MsgBox Sheets("Sheet2").Cells(Target.Row, Application.Match("REMARK", Sheets("Sheet2").Rows(1), 0)).Value2
End Sub
'in Sheet2
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Target.Column = Application.Match("REMARK", Target.Parent.Rows(1), 0) Then MsgBox Sheets("Sheet1").Cells(Target.Row, Application.Match("SITE", Sheets("Sheet1").Rows(1), 0)).Value2
End Sub
EDIT
your "...SITE column..." in the question said me that the headers are at row 1... but if you know where they are, and the pos is not changing, then you can use it like this (I assume that the first value for "SITE" is in P8 and the first "REMARK" at Q9 to show how to offset):
'in Sheet1
'the "Target.Row + 1" need the row offset because it starts 1 row later
'if they start at the same row, the "+ 1" can be deleted
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Target.Column = Range("P1").Column And Target.Row >= 8 Then MsgBox Sheets("Sheet2").Range("Q" & Target.Row + 1).Value2
End Sub
'---------------------------------------------------------------------
'in Sheet2
'because the offset must be the opposite, the "+ 1" becomes "- 1" here
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Target.Column = Range("Q1").Column And Target.Row >= 9 Then MsgBox Sheets("Sheet1").Range("P" & Target.Row - 1).Value2
End Sub
MsgBox()
in VBA, andWorksheet_SelectionChange
event. Have you tried anything yet? – BruceWayne