There is a very nice, fast and convenient program called faSomeRecords that can do what you are asking. In fact, can do two sorts of things by giving a list. Either extract those fasta file that are containing into a list file, or discard them It is working in the Linux environment, though

You just need to run faSomeRecords to get information about the options

 linux@ARFLinux:~$ faSomeRecords 
faSomeRecords - Extract multiple fa records
usage:
   faSomeRecords in.fa listFile out.fa
options:
   -exclude - output sequences not in the list file.

If you store the gene names in a variable you can loop and pull them out with awk:

id='gen1 gene2' ;
for gene in $id; 
do 
awk '/'$gene'/{flag=1;print $0;next}/^>/{flag=0}flag' file.fasta >> outfile.fasta ;
done

edit: For a list of genes in a file use:

id=$(cat genelist)

instead of the 'manual' id assignement above.