You could type in 1 in A1 and 2 in A2.
Then highlight them and pull the autofill handle (The little black
square in the buttom right cornor of your highligted selection) to the
row you want to.
Put the number 1 in the first cell and leave that cell selected
Then
From the Excel main menu:
<edit><fill><series>
Series in: (check Rows or Columns)
Stop Value: (enter the last number of the series)
Click the [OK] button