Now that I think about it, I believe as long as you are logged into the site already, and then run the query from Excel, it will do the import from the website.

If I remember right (it has been a while since I used Excel 2003) the webquery tool is in the "Data" (maybe "Tools") menu under "Import External Data". There is a webquery wizard that walks you through the process of going to the website and selecting the tables you would like to import. It will take some configuring or programming to get them to integrate with your schedules.

I have actually developed an excel application that does mutual fund analysis using the webquery. If you are interested, check out our site: http://www.vbacenter.com/contentslibrary.php
There is a free version of the mutual fund analyzer there as well as videos that teach you how to build it.