FYI - SSRS questions should probably be posted in the Reporting Services forums.
If you mean that you want to split the report results onto separate worksheets within one excel workbook:
With SSRS 2008 R2, use the PageBreak and PageName properties for your tables or groups to split into tabs with tab names defined. Prior to R2, you can use the page breaks to split the report into tabs, but cannot control the naming of the tabs.
http://msdn.microsoft.com/en-us/library/dd255278.aspx
see section: Page Breaks and Page Names
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