That's called scraping. There are tons of web sites, articles, books, etc. on how to do it. Do a google search for web scraping, pick a resource that uses a language you're familiar with, and go to town. It's not that hard if you know how to program.
For example:
Webbots, Spiders and Screen Scrapers
Web-Scraping in R
How to Scrape Web Pages with Node.js and jQuery
Screen Scraping with WWW::Mechanize
Web Scraping with Python and BeautifulSoup
For example:
Webbots, Spiders and Screen Scrapers
Web-Scraping in R
How to Scrape Web Pages with Node.js and jQuery
Screen Scraping with WWW::Mechanize
Web Scraping with Python and BeautifulSoup