Maybe your Excel file only has individual cells with data in them, so that each file is considered as 1 input record.
If so, you still have to work with linked tables as described, but you can consider 1 cell as the table, e.g. Worksheet1!A1 (no header). That way, the program will know it only has to pick up 1 record from each file.
The others cells to pick up values from can als be specified, see Picking up values from individual cells in the excel file
|Selecting a table in the Excel file by making it a Linked Table|