With ods tagsets.excelxp, you can assign the sheetname manually before each proc report step.
This will create sheets 'class' and 'shoes' at A1
ods excel file="d:/xls/rpt1.xlsx";
ods excel options(sheet_name="class" start_at="A1");
proc report data=sashelp.class;
run;quit;
ods excel options(sheet_name="shoes" start_at="A1");
proc report data=sashelp.class;
run;quit;
ods excel close;
Use INFILE in datastep to create datasets from the raw files in differnt location and then use ODS TAGSETS to create multi-sheets workbook.
FYI: http://support.sas.com/resources/papers/proceedings12/276-2012.pdf
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