Hi,
What you are interested in is "screen scraping". If you look at the html source code for that page, the html on the page is laid out in a specific way. The challenge is to pick out only the data you want. There is lots of html on that page you don't care about: for instance, the picutures at the top, the navigation menu on the left, and the links on the bottom.
You can use regular expressions, the DOM, or commercial programs to target specific locations on the page to grab the data between the html tags. Once you have the data you want stored in some variables, you can do anything you want with it.
To begin, see the php functions file() or file_get_contents() to grab the html source code of the whole page:
http://us2.php.net/manual/en/function.file.php
Regular expressions allow you to target portions of data based on some specific trait of the data, e.g. the data you want is between all the <div> tags or the data follows a specific word on the page. Regular expressions are intermediate to advanced php. Regular expressions are very useful and they are used in lots of other programming languages as well.
The DOM allows you to target specific locations on the page, e.g. the third <div> tag, or the second <table> on the page. Once again that is probably intermediate to advanced php. (edit: you should be able to find some tutorials on "xml parsers", which use the DOM to help decide which data on the page needs to be stuffed into a variable and saved and which data is to be skipped. php 5 has improved xml parsing capabilities.)
Commercial programs probably use a combination of those methods. You might be able to find some open source programs that will work for you.