"The Excel 2007 Web Data Add-In makes it easy to use a Web page as a data source in Excel. The add-in plugs into Excel 2007 seamlessly, its entry point located on the Data Tab under the From Web option.
The system extracts data by learning from a user's selection of data they wish to capture into Excel. The more selections, the more the system is trained.
An example scenario: You wish to import and track data from MSN's weather page. Visit the site using the tool, enter Data Capture mode, and select a row or two of data from the table. Then click Select Similar, and the system will find similar data based on your previous selections.
You then can click Import and leverage Excel's rich data-editing capabilities, including the Refresh command, which will revisit the Web page and extract potentially new, updated data."
Web Data Add-In
From the Excel Blog team
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