A family of Microsoft spreadsheet software with tools for analyzing, charting, and communicating data.
Hey Paul
There is a "workaround" for what you want to do on WebApps. You might have to do 1 sheet at a time ( I didn't test multiple sheets at once).
Open your existing file. Select your data to copy, right-click, select Copy.
Use the Back on the browser to get back to your documents in Skydrive. Click on the Excel webapp icon, it will prompt for a file name. Name the file what you wish. Click on the sheet and cell where you want to start, Right-click and paste your data.
Now you have your data in a new workbook.
Like I said you may have to do this for each sheet...Not the prettiest way, but it works.
Hope that helps...