It can be done both with a WebBrowser control (visible/hidden) that you automate, or with a at least two WebRequest, where you first go to login page and perform the login and most likely pick up the correct cookies, then go on to the target page. About WebRequest and cookies see this thread:
HttpWebRequest and Cookies
The WebBrowser control makes it usually easy to navigate through the document object model tree to get data from tables and such, without it you can use basic string searching and regular expressions, or using Html parsing libraries as mentioned in this post:
http://www.vbdotnetforums.com/84994-post4.html
... I just noticed you're on 2003, WebBrowser is not available for you, but the older ActiveX COM control is (AxWebBrowser I think), which is in cases like this often used along with the mentioned MSHTML COM library. Btw, you should really upgrade, even the free
VB 2008 Express should be better for you than 2003.