You could, assuming users allow it, instantiate the MsXml2.XmlHttp.4.0 class and grab the web page. There are examples in the Xml 4 parser sdk available from
http://msdn.com/xml
The link is on the right hand side.
Contrary to its name you can grab ordinary pages of HTML, not just XML ones.
If this is not good enough you would have use a proxy on the server to fetch the data.
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Joe (Co-author Beginning XML, 3rd edition)