AFAIK there isn't an easy way to do this at this point of time - which is why you've asked the same question three times and not received a response. The closest option that I'm aware of uses ODS HTML, but that will not generate a native Excel file and does not support multiple sheets easily.
The other two options, the custom macro written by some users here and/or DDE. Those are the order I'd suggest those in as well.
http://www.sascommunity.org/wiki/A_Poor/Rich_SAS_Users_Proc_Export
Given your post, the macro above seems like your best option.
Good Luck.
@Ronein: I agree with @Reeza, but suggest that you use the most recent version of that macro. You can find it at:
https://github.com/FriedEgg/Papers/tree/master/Excelling_to_Another_Level_with_SAS
Art, CEO, AnalystFinder.com
Note: Corrected link. Code is under SRC, while all documentation is under doc
Oops! The code obviously wasn't downloaded as yet to the github page, and the page owner is currently at SGF. As such, here is where you can get it: http://www.sascommunity.org/wiki/Excelling_to_Another_Level_with_SAS
Art, CEO, AnalystFinder.com
Nifty macro. I note that it only works for Windows. If you have SAS on a non-windows operating system, you could create your own macro as we did. It uses SAS IML to interface with R (pass SAS data sets and R code) to call 3rd party R packages (either openxlsx or xlConnect) to allow us to write to cells without having to pre-specify ranges in advance. It also allows us to use pre-specified excel templates with formatting and whatnot applied.
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