You won't be able to convert an excel data file into a .sql file - that won't work at all. .sql files need much more info inside of them.
However, you will be able to import an excel file into a MySQL database. You just have to do some prep work first but it will work.
Here is a link that explains exactly how you can do it:
http://www.unixreview.com/documents/s=8472/ur0307c/
Good luck.
RalphF
http://www.1849webhosting.com