Datamining Scripting Expert

I need a script to read out data from a website. The script should be able to log into my account with a username and password and copy specific data from a plethora of data on specific pages. These data I need in a machine readable format (mysql, xml, xls, whatever you prefer). The script should be able to browse a site, go through drop down menus, pull down menus, etc. The script should be able to handle a list of websites, meaning can work from a site to another in one process without stopping and starting. All the resulting data should be thousands of entries and thus this is a script job. The deliverable should be the executable, the source code ( with comments ) and a document that explains how the script works. The project is urgent. I need this ASAP.