Greetings!
May be this version of macro will work on your default EG settings.
I can not test it in EG. I don't have it.
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%macro cfin(cfindir=d:\data\2011\sks\,out=work.plast);
%let filrf=mydir;
%let rc=%sysfunc(filename(filrf,"&cfindir"));
%let did=%sysfunc(dopen(&filrf));
%let lstname=;
%let memcount=%sysfunc(dnum(&did));
%if &memcount > 0 %then %do;
%do i=1 %to &memcount;
%let lstname=%sysfunc(dread(&did,&i));
%let file=&cfindir.&lstname;
PROC IMPORT DBMS=EXCEL2002 OUT= _&i
DATAFILE= "&file" REPLACE ;
RANGE='PRV_RATE$A1:F65536';
GETNAMES=YES;
SCANTEXT=YES;
USEDATE=YES;
SCANTIME=YES;
DBSASLABEL=NONE;
TEXTSIZE=100;
RUN;
proc append data=_&i base=&out; run;
proc delete data=_&i; run;
%end;
%let rc=%sysfunc(dclose(&did));
%end;
%mend cfin;
options mprint=1;
%cfin(cfindir=d:\data\2011\sks\,out=work.plast);
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