.NET provides functions that let you talk to a web page.
Look at the system.net namespace. Specifically you would want to look at System.Net.WebRequest
I have no idea why you are talking about SGML.
TOS is Terms Of Service. Most companies don't like you to steal data from their web site. Your program will be doing that. You should check with the site your trying to get information from and make sure they ALLOW their data to be used in the way you want to.