An issue was reported about page numbering and exporting reports to Excel with Reporting Services 2008. Specifically, if the page header or footer uses a placeholder for the page number, when exported and previewed in Excel, the report will show Page 1 on all pages.
Page [&PageNumber] of [&TotalPages]
While waiting for Microsoft to fix this, use an expression that concatenates the PageNumber member of the Globals collection.
= “Page” & Globals!PageNumber & ” of “ & Globals!TotalPages
To enter the expression, select the textbox item, right-click and choose Expression.