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Default Add worksheets with Web Query

I need some VBA to add worksheets in date order. For example I will name the first sheet 01012007, I then need a macro to add sheets for one quarter up to 31032007 but only for weekdays.

On top of this once the sheets are added I need a web query to be performed on each tab. The url will be in the format of http://domain.com/01012007.html. The url will only exist from the day before it's name and I will need data to be refreshed upon opening the workbook for all urls less than 3 days old.

Really appreciate any help on this one. Oh I have been looking at the code at the bottom of this page http://www.ozgrid.com/News/jan-2006.htm but couldn't get it to work for me.
 
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