There may be a better way of doing this, but I think you need to use MATCH(). Unfortunately, MATCH() seems only to work on a two-dimensional array, so you need to AND results for each of your columns (E2:E20, F2:F20, etc), thus:
=IF(AND(ISNA(MATCH(A1,E1:E20,0)),ISNA(MATCH(A1,F1:F20,0))),0,A1)
I've only included the first two columns; I leave putting the rest in as an exercise for you!
HTH
Ben