Save the excel sheet as a tabbed text file.
If your excel sheet looks like this:
name city state phone
Jim NY NY xxxxxxx
Sally xx NJ xxxxxxx
And you have a table in the database that contains the fields 'name', 'city', 'state', 'phone', you can do the following:
query:
LOAD data local infile '/path/to/file' into YOURTABLE (name, city, state, phone);
This assumes that your tabbed text file is local to the server that is running MySQL.
-- Jason