Create a Macro that Data mines a web page without any tables

I am trying to create a data mining macro in excel that will let me get information from a webpage ([login to view URL]). The proble is that the web page does not use tables, rather the code uses standard HTML coding. The second problem is that there are levels and each level has several pages for example: Level 1: State Names ([login to view URL] Level 2: After selecting a state i might have to select a general regon ex: [login to view URL];id=DF Gives me the choice between: Caracas, El Junkquito Level 3: Lets say i select Caracas, then a face the alfabet list (i want all of them) but for example lets select the leter A. Level 4: This opens a web page with two colums of names and about 46 others that are linked at the bottom (page 1,2, 3 etc.) Level 5: Lets grab the first name, that sends me to another page where i have the information i want to get to. This page has Name, telefon, zone (might be missing) and state. In this page there might be 1 to 10.000 names but only 15 will be showing at any giving time per page so the macro will have to crawl to get to the information. Can anyone help me?