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Default web query error

I am trying to extract data from web. In the site i have selected the table
which needs to be imported to excel (BUTTON IS CLICK TO SELECT TABLE). After
clicking import button - Import data screen appears with a message " where
you want to put the data" while clicking OK. I get a error message

"This web query returned no data, To modify the query, click OK, Click the
name of the external data range in the name box on the formula bar, and then
click edit query on the external data toolbar."

Unable to do the above changes.... I would like to write macro also for
this so that i can automate whole process. Can anyone please help me out.

Thank you
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