If you mean in "one" import process, the answer is you don't. You must do
multiple imports.
Are you sure? Try this:
INSERT INTO MyTable
(key_col, data_col)
SELECT DT1.key_col, DT1.data_col
FROM (
SELECT F1 AS key_col, F2 AS data_col
FROM [Excel 8.0;HDR=NO;Database=C:\MyWorkbook.xls;].[Sheet1$]
UNION
SELECT F1 AS key_col, F2 AS data_col
FROM [Excel 8.0;HDR=NO;Database=C:\MyWorkbook.xls;].[Sheet2$]
UNION
SELECT F1 AS key_col, F2 AS data_col
FROM [Excel 8.0;HDR=NO;Database=C:\MyWorkbook.xls;].[Sheet3$]
) AS DT1;
Jamie.