Screenshots from Excel 2007.

Instructions:

  1. Click "Insert"

    Click to see full image
  2. Click "Header and Footer"
    Click to see full image
  3. Click "Go to Footer"
  4. Click Page number
  5. Repeat step 1 to 4 for each sheet
  6. Select first sheet
  7. Hold "Ctrl" key and select the second sheet
  8. Go to "print preview"
  9. Check that pagenumbers are ok
  10. Print!