For general HTML screen scraping in VB.NET, check out HTML Agility Pack. Much easier than trying to Regex it (unless you happen to be a Regex ninja already!)
The page you mentioned in your answer would be easy to automate, as the addresses are in a consistent format.
But to allow the users to point to any page, that's a much harder job. The data could be in any format at all. You could write something to dump all the text, guess how they are divided, try and recognise bits like country and state names, telephone numbers etc, and get then show your results with an interface that will let the users complete missing sections, move the dividers, and identify the bits you missed or they didn't want.
It's not simple though, and making an interface that provides a big advantage over simply cutting and pasting into validated form fields would be quite an achievement I think - I'd be interested to know how you get on!
EDIT: Just noticed this other question that might cover quite a bit of what you want to do:
http://stackoverflow.com/questions/16413/parse-usable-street-address-city-state-zip-from-a-string