Well, I am so very smart... I figured it out for myself.

In case you need it ,here is the vba code that does the following:
1. Creates a new worksheet named "Working Data"
2. Then extracts data tables 3 and 4 from the webpage and pastes it on the
sheet "Working Data".
3. The difference here is that the URL for the webpage is the text of the
active cell prior to running the macro.
4. That is, say before running the macro, the active cell is A1 on Sheet1 -
and this cell has the text "http://www.WEBSITE.com".

Sub GetDataFromActiveCellWebSite()

Dim WEBNAME As String
WEBNAME = ActiveCell.Value


ActiveWorkbook.Worksheets.Add().NAME = "Working Data"
With ActiveSheet.QueryTables.Add(Connection:= _
"URL;" & WEBNAME, Destination:=Range("$A$1"))
.FieldNames = True
.RowNumbers = False
.FillAdjacentFormulas = False
.PreserveFormatting = True
.RefreshOnFileOpen = False
.BackgroundQuery = True
.RefreshStyle = xlInsertDeleteCells
.SavePassword = False
.SaveData = True
.AdjustColumnWidth = True
.RefreshPeriod = 0
.WebSelectionType = xlSpecifiedTables
.WebFormatting = xlWebFormattingNone
.WebTables = "3,4"
.WebPreFormattedTextToColumns = True
.WebConsecutiveDelimitersAsOne = True
.WebSingleBlockTextImport = False
.WebDisableDateRecognition = False
.WebDisableRedirections = False
.Refresh BackgroundQuery:=False
End With


Hop that helps you.