To late for the original asker of the question, but with SQL Server 2008 R2 this is now possible:
Set the property “Pagebreak” on the tablix or table or other element to force a new tab, and then set the property “Pagename” on both the element before the pagebreak and the element after the pagebreak. These names will appear on the tabs when the report is exported to Excel.
Read about it here: http://technet.microsoft.com/en-us/library/dd255278.aspx