Hi Rodney,
In that case first of all you can save the excel sheet in a tab delimited format (for example i saved it in .txt format).
Now go to file/Import/Points from file and import these points (it will create a seperate Group consisting of all these points) and the use INSERT/CURVE/FIT CURVE/FIT SPLINE and select the Group to craete a spline.
Bestr Regards
Kapil