There are a bunch of overrides on the Export method.  The one you'll want to use in particular is Export(grid, worksheet, startrow, startcolumn)

In order to use this method, you'll want to create a new workbook, which can be done by leveraging the Infragistics.Excel library.

Hope this helps,

-Tony

If you take a look at the samples included with NetAdvantage, you'll see under WebGrid -> Spreadsheet support there's a sample that exports 2 grids into two separate worksheets in a single excel file.  This should be a good place for you to get started. 

Here's the important code -

    protected void ExportToExcel(object sender, EventArgs e)
    {
        Infragistics.Excel.Workbook workbook = new Infragistics.Excel.Workbook();
        workbook.Worksheets.Add("Sheet1");
        workbook.Worksheets.Add("Sheet2");

        this.CopyPasteGrid1.DisplayLayout.ColHeadersVisibleDefault = ShowMarginInfo.No;
        this.UltraWebGridExcelExporter1.Export(this.CopyPasteGrid1, workbook);
        for (int i = 0; i < this.CopyPasteGrid1.Columns.Count; i++)
        {
            workbook.Worksheets[0].Columns[i].Width = 2000;
        }

        this.CopyPasteGrid2.DisplayLayout.ColHeadersVisibleDefault = ShowMarginInfo.No;
        workbook.ActiveWorksheet = workbook.Worksheets[1];
        this.UltraWebGridExcelExporter1.Export(this.CopyPasteGrid2, workbook);
        for (int i = 0; i < this.CopyPasteGrid2.Columns.Count; i++)
        {
            workbook.Worksheets[1].Columns[i].Width = 2000;
        }
        workbook.ActiveWorksheet = workbook.Worksheets[0];

    }