my @list = split /,/, $thestring;
if(grep { $_ == $thecheck } @list) {
    print "Found it!\n";
}
# Or, if you need this a lot:
# preparation:
my %set;
$set{$_} = 1 foreach split /,/, $thestring;

# actual test:
if($set{$thecheck}) {
    print "Found it!\n";
}