Another way to do it:

1. Copy your Excel data into text file - it will come as tab-delimited file.

2. Create target table in SQL Server.

3. Run BCP IN in DOS prompt, its format should be something like this (without line breaks):

bcp db_name.schema_name.table_name in c:\your_path\your_text_file_name.txt -c -S server_name -T -F 2 -e c:\your_output_error_file_name.txt

-F 2 means to skip column headers

-T means trusted connection