Assuming you're currently using CSV format, you could always
try dumping the data to Excel's XML format, in which you can
specify multiple worksheets. This format works with Excel 2003, but
I haven't tested it with over versions, so YMMV. The attached code
is a quick example. Just make sure the output is valid XML (e.g. no
extra spaces before the XML declaration, no debug output, etc).
Greg