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Default What wrong with defined variable?

Does anyone have any suggestions what wrong is the variable - Mywebsite on
following coding? The url cannot be assigned into Mywebsite variable.

Does anyone have any suggestions?
Thank you very much for any suggestions
Eric

Dim Mywebsite As String
Set Mywebsite = "http://www.stata.com/help.cgi?macro"

With Sheets("Temp").QueryTables.Add(Connection:= _
"URL;" & Mywebsite & """", Destination:=Sheets("Temp").Range("$A$1"))
 
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