Yep. Short of an ODBC connection to an existing Excel file (Maybe that would work) or using a VB Macro in an Excel table to import separate data files produced by FileMaker Exports, you are limited to single worksheet exports. From a post some time ago, I think that you can set a VB Macro in Excel to run when the file is opened. If so, you might be able to open the file from FileMaker after exporting your data into separate files to pull them all into a single file.
Out of curiosity, what are you doing with this excel spreadsheet once you have exported data to it?
This is related to the form for capturing fish and netting info that I posted a few months back. For the interim, we'd like to export the tables into Excel so that the biologists can save the info and also share it with their contractors. in the long run perhaps we may look into filemaker server but for now that's not an option.