Consolidating multiple worksheets

Data mining problem:

Row totals exceed the limit for Excel 2003, so I have split the data into different worksheets by year.

Problem is, now I can't create a useful pivot table, i.e. using 'multiple consolidation ranges' reduces the field list to "Row", "Column", and "Value".

I have 26 columns in each worksheet (all identical structures); some are multilevel factors, some are variables - and the way these relate to each other is unknown as this stage, so I literally cannot have the dimensions reduced in the way Excel proposes with multiple consolidation ranges.

Am I limited to creating individual pivots tables for each worksheet, or is there a better way?

Cheers