When Excel starts up it will try to open any files it finds in the default
XLSTART folder or a designated "at start up, open all files in" a folder which
has its path in Tools>Options>General
Go to Tools>Options>General and delete the path in "at start up
etc."
To deal with the XLSTART folder if that's the culprit..............
C:\Documents and Settings\username\Application Data\Microsoft\Excel\XLSTART
being the usual folder.
Or could be C:\Program Files\Microsoft Office\OFFICE11\XLSTART
Remove any files in either of those folders.
BTW.......those are probably workbooks that are opening.
Worksheets are inside workbooks and cannot open by themselves.
Gord Dibben MS Excel MVP