Hi again Test User,
This is the most common request for InfoPath and SharePoint.
First, I recommend looking at the support for Export to Excel. It's limited to all leaf nodes, or one child table, but it will allow you to export more than one form. You'll need to massage the data once it comes into Excel. You will probably find that this isn't a great solution since it requires manual export and you have to select the data manually.
The bottom line is that you can't do this automatically today with out-of-box support in InfoPath/Excel/SharePoint. It's why we developed our Database Accelerator in 2003 (DBXL). Many companies use it today for the reporting ust you describe. In fact, all of our internal reports our done in Excel using the data from the InfoPath forms. There's a free trial available from our Web site (Qdabra.com -> Products -> DBXL). The Beginner perpetual server license is only $395. You'll save tons of money and get a pivot table in Excel pulling data from your forms in an hour or two. You need a SQL database, but MSDE and SQL Express are free.
Sorry if this seems salesy, but we developed this "accelerator" to solve the pain you are having (as well as many other things like document permissioning, fast load/submit, etc.).
Let me know if you want a quick and painless demo.
Take care,