Try this -- it is what I use to do the same thing
Microsoft.Office.Interop.Excel._Application app = new Microsoft.Office.Interop.Excel.Application();
Microsoft.Office.Interop.Excel._Workbook workbook = ap.WOrkbooks.Add(Type.Missing);
Microsoft.Office.Interop.Excel._Worksheet worksheet = null;
Sheets xlSheets = null
Worksheet xlNewSheet = null;
xlSheets = workbook.Sheets as Sheets;
app.Visible = true;
//And you can do this as many times as the sheets you want to add
worksheet = workbook.Worksheets[1];
worksheet.Name = "Sheet 1";
worksheet = workbook.Worksheets[2];
worksheet.Name = "Sheet 2";