The Excel renderer will create a new worksheet whenever you use explicit page breaks in your report. For example, a table group with Page Break set to Between will put one group instance on a each worksheet.
Please see the following link, it looks like it's as simple as inserting a page break at the end of the table(s)
http://weblogs.sqlteam.com/joew/archive/2008/11/12/60755.aspxGiving the sheet's a name is not possible in either SQL 2005 or SQL 2008