DECLARE myAlias[4] && 5,6...
myAlias[1] = "aaa"
myAlias[2] = "bbb"
myAlias[3] = "ccc"
myAlias[4] = "ddd"
.....
FOR aAlias = 1 TO ALEN(myAlias, 1)
    f_name = myAlias[aAlias]
    USE (f_name)
    COPY TO (f_name) xls  && This is not a delimited file, it is an Excel WrokBook
    USE 
NEXT