The stock site I use provides a way of downloading the highs, lows and
closes of the stocks I am interested in directly to Excel, but it only
displays other data on a DOS-style (80x25 character) Java applet screen
with no menubar. The website is not DDE-enabled. At the present time,
I am using the "Copy to Clipboard" option on the "non-standard"
context-menu provided (ctrl-C doesn't work) to paste screenfuls of text
into Excel, clicking the Java applet's navigation bar to move between
screens.

I know how to manipulate Excel through code, but I've never tried to
automate or simulate mouse clicks on a Java applet. I've glanced at
VBScript and JScript at Microsoft's Scripting Centre enough to know
that scripts can be run from Office apps, HTML pages, Explorer and/or
command lines, but I don't know if any of that is appropriate here.
Can anybody recommend where I should start?

I'm running Excel Pro 2000 and IE6 on WinXP Pro, and I've downloaded
(but not yet installed) Windows Scripting Host 5.6 plus documentation.
If that's not enough info, just tell me what else you need.