This feature can make data acquisition a lot easier than Copy-Paste-Reformat-Try again.
"Generally, though, people tend to overlook the option of using the Web as a data source for Excel, be that source the Internet, an intranet, an extranet, or a Web Service. But they shouldn't. Web queries are an easy, yet remarkably flexible and predictable way of bringing data into Microsoft Excel from anywhere on the Web. You can point a Web query at any HTML document that resides on any Web server - or even on a file server, for that matter - and pull part or all of the contents back into your spreadsheet...When you start using Excel's Web queries, you will realize they are almost as limitless as the Web is.