I use a lot of statistic data in excel., data I need excel to go and look for it

I open a new sheet in excel and go to data, then from web and click of, it opens with microsoft explorer., is there any chance to change that?
I would like to try the same but when the search engine opens, I want chrome or mozzilla to open,,,,,

is this possible?

I am doing this because whan trying to grab date using the internet explorer from windows it always fails, it shows some errors and debug, and some other **** I do not understand

in the past, when I was using a computer without the internet explorer I was workin fine,,, but I never learned how to change it

please advise

regards