I'm going to assume that you have one cell on the other worksheet that you
want to use for your conditional format. Go to that cell and do this:
Insert -> Name -> Define and give it a name that makes sense.
On the cell or cells that you want to compare to the first cell, put a
formula like this in the conditional format.
Formula =$A$1=TEST
You may have to remove some $ to get it to work for all cells.