In Excel, rows are records. Even if you could merge the three tables, how would you match the various columns with the data? Anyway, you can use global variables to gather the data and produce the report but it is an advanced technique (search over on FM Forums for left outer join) as I just saw a virtual technique demo'd there.
It would help to know what these tables represent and how many and what fields are involved from each. You could possibly create calculations using List() to group the data but it wouldn't look right in Excel. You could also use Excel macros and XML style sheets to possibly accomplish what you wish.
I've managed to fix my problem! By exporting the records as tab separated text files, and making sure the current table is exported then this seems to solve my issue!