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Default downloading a small database

Hi, I have to download a lot of data from the web. Data is in a timespan of
10 years (1.1.1997. until today which is about 365x11 sheets in excel), URLs
are distinguished by date http://something/DATE/somethingelse/ I have it in
two places. In one format of the date in URL is yyyy/mm/dd in another it is
mm.dd.yyyy. Can
someone tell me the code that:
-cycles through the DATEs (I know how to enter date by separating it in
three variables Year, Month and Day but making few for...next loops with a
lot of exceptions doesn't seem to be the best way when dates are in 39xyz
format) and transforms them in another format so they can be joined with
http://something
-code that in Workbook named Table1997.xls opens a new worksheet in which it
pastes data taken from the URL (I intend to loop it through all the dates)
-opens in the same document another worksheet named after the date (DATE
from the URL)

Few more details about the problem:
Data is under the link:
http://www.wunderground.com/history/...ename=Slovenia
(this is example for the 3rd dec 2008). Data desired is table under "hourly
observations" (when I insert query it is marked like "21"). Afterwards I
clean the data and arrange it. I'd like to write a VBA that upon entering
two dates e.g. entering 01.01.2002. in fields A2,B2,C2 and date 03.12.2008.
in fields A4,B4,C4 and starting a macro loops through all this URL's and
puts each hourly observations table in:
a) different sheet (but all in one Workbook), sheet is named by a date, e.g.
01.01.2002. and
b) different workbook named by a date like 01-01-2002 and a sheet by the
same name.
Any help is appreciated,

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