Excel's "Help" churned this up:
"Creating data cubes using Excel and text files"
http://office.microsoft.com/en-us/assistance/HA010127121033.aspx

Signature
Andy Wiggins FCCA
www.BygSoftware.com
Excel, Access and VBA Consultancy
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> It will be a great help if any one can suggest me how to build a OLAP
> cube from excel sheet?Any documentation will be a great help