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Default SHDocVw.InternetExplorer

I've written several VBA macros in Excel to collect data from selec
websites daily, but would like to speed up the process. Currently,
just open each webpage as a workbook which can take a lot of tim
depending on the amount of graphics on the pages.

A book says it is possible to create hidden instances of IE, openin
script files and scanning for the information wanted. Yet VBA reject
the following line saying that "User-defined type not defined."

Dim oIE As SHDocVw.InternetExplorer

How and where do I find the correct object library and how do I instal
it? or is ther just something I am doing wrong? I have IE 6.0 an
scanned and found SHDocVw.dll.

Thanks

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