This is called "scraping" and can be problematic in many ways:
if you manage to get the correct part of the page to scrape, you still have to "parse" that section into usable fields
the owner of the site may AT ANY TIME make significant changes to the site and break what you've set up
many sites will have copyrights which mean all content should NOT be copied.
That all being said, if you have permission to get the data, perhaps you can get a "feed" (some sites provide this) that would be in format easy to import (.csv or .tab, for example).