Copy/paste all the addresses for one sheet from this message board to a Word Document.
Use Replace to replace all colons, semi-colons and paragraph marks with a comma.
Use Replace to replace all spaces and non-breaking spaces with the null string.
This should result in one long string of cell addresses, seperated only by commas.
Do this for all sheets.
Open Excel and press Record Macro
Select a sheet
Copy the corresponding string from Word and paste it in Excel's Name Window.
Press Return
Press Delete
Select another sheet
Copy the corresponding string from Word and paste it in Excel's Name Window.
Press Return
Press Delete
...
repeat until all sheets are done

Stop Recording