Related to this question, how to save many different csv files into one excel workbook with one sheet per csv ? I would like to know how to do this programmatically in Java.
You'll need some form of library for accessing Excel from Java. A Google search turned this one up:
http://j-integra.intrinsyc.com/support/com/doc/excel_example.html
An alternative is to use the XML Excel format that came into being with Office 2003. You'll end up with a XML file, but you can open it in Excel and see the different sheets.
http://www.javaworld.com/javaworld/jw-07-2004/jw-0712-officeml.html
Take a look at the Aspose products, I've used them before when working with Excel and they saved me a huge amount of headache and time. Excel has several quirks that can make importing and exporting spreadsheets painful.
If you want open source, the POI library can be used to generated Excel files.
A nice CSV parser is Open CSV
That should set the stage for what you are trying to do (basically use the CSV parser to get data, then write the data to an XLS file.