Others on this site might have additional suggestions or programs that could read a large number of Excel workbooks into a single SAS data set. If you need help with the above sample, it also doesn't hurt to check with Tech Support for ideas: http://support.sas.com/techsup/contact/
In the past I have often written sas code which runs on our unix server and uses ftp to get a list of the files in a directory on a Windows server (assuming the windows server is accepting ftp connections).
Assuming the spreadsheets are all in the same format, I would use the Import Data task in EG once, to set up the code to create the output table.
Then I take the list of files I got above and ftp the files one by one (in sas code) from a windows server. I use my import data code to read the file into a data table and then insert that into a final table, which has the data for all the files.
If that's of some use to you I could send on some sample code?