A good question. Im not so sure you can call and write to a new sheet using this method. You are afterall just showing an HTML page inside excel, its not a proper xls file.
I think you are asking a bit much of 'out of the box classic ASP' and you will need a third party component such as this:
http://www.4guysfromrolla.com/webtech/051502-1.shtml
That said, if you find a way please post it.........Good luck