Also, if you have SAS 9 and SAS/Access for PC File Formats, then you can also use the SAS Excel Libname engine: http://support.sas.com/kb/16/176.html has an example of:
libname mylib "C:\My Documents\MyFile.xls";
Okay, do you have SPSS V14 or later? (V13 had some bugs)
In SPSS, from File\Open\data..., use xls type and pick your excel file. Follow some options (data second line, etc). Then from File\Save as ... pick .sas7bdat as file type and save. The SAS dataset is now in your excel folder.