On Excel 2002, you can go to File - Page Setup and press Custom
Footer. Using the buttons, you can make something like:
Report - &[Page] of &[Pages]

I mean :
Format Footer = "Report " & [Fields] &P of & &N
where : [fields] is dynamic for each page...
fields is variable

The only way I have been able to do that (kind of) is to
bypass the normal headers and footers and make a macro that
generates a "report" that has all the "footers" already at the
bottom of each page  and inserts page breaks.