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Default Problems with Web Query

I'm running Vista Home Premium and Excel 2007. Here's the issue.

I've created a web query by first recording a macro and then wrapping code
around the macro so that I can pass a url to the web query, grab the data on
the web page, and move to the next url. This is specifically for grabbing
data from Yahoo Finance so I'm passing a number of stock symbols to the web
query.

The code functions ok but when it executes a number of queries after around
10 or so it's unable to get the data from the web pages. And, it's a random
event. I can run the code a number of times and it will grab the first 10 or
15 stock symbols and then I begin to get errors.

Anyone had experience with this. I can supply the VB code. It's got a bunch
of stuff in it to check for valid stock symbols.
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