In Microsoft Excel go to Page Layout and click on the expand button for the Page Setup dialog (for Microsoft Excel 2003 or earlier go to File->Page Setup).Select the sheet you want to set the DPI for.To set the DPI value for each individual page, you have to follow these steps: In order to have all the individual sheets printed within a single PDF file (not multiple PDFs) you need to set the same DPI printing value for all of them.
