For getting the data, there are three levels of difficulty:
file_get_contents($url); //easy
Unfortunately a lot of sites aren't very responsive to the proper user agent. You've got two options, here. One's a little harder than the other. Intermediate is Zend HTTP Client
$client = Zend_Http_Client(); //make sure to include Zend_Http, etc.
$client->setConfig($params); // params will include proper user agent
$client->setUri($aUrl);
$html = $client->request()->getBody();
Option three, which you might not even want to consider unless you really want to keep it more scripting than object-oriented, is to explore PHP's cURL functionality
There are a few PHP-native ways to access HTML data via a DOM object, but my favorite is the Simple HTML DOM Parser. It's very similar to jQuery/CSS style DOM navigation.
$domObject = new Simple_HTML_Dom($html);
foreach ($domobject->find('div#theDataYouWant p') as $sentence)
{
echo "<h3>{$sentence}</h3>";
}