Hi:
The WORKBOOK is what you specify on the DATAFILE= option. Each sheet within the WORKBOOK must be specified with the Sheet name option. You can only specify 1 worksheet per PROC IMPORT step. If you specify 2 SHEET= options, the last SHEET= option will be the sheet used for the IMPORT.
Perhaps these Tech Support notes and user papers will help:
http://support.sas.com/kb/6/988.html
http://support.sas.com/kb/6/353.html
If you want to put ALL the sheets into 1 SAS dataset, one approach is to create a temp file for each sheet and then bring all together in a separate step.
Or, as described in one of the above notes, you could use a SAS Macro program to import multiple worksheets using PROC IMPORT or DATA step code.
Or, you could use the SAS Excel Libname engine (with SAS 9 and SAS/Access to PC File Formats):
[pre]
libname mywb "c:\temp\threesheet.xls";
data new;
set mywb.'names1$'n
mywb.'names2$'n
mywb.'names3$'n;
run;
proc print data=new;
run;
[/pre]
would import all 3 sheets into WORK.NEW using the SAS/Excel Libname engine.
cynthia