Recommend a good VBA web query (and beyond) tutorial?

[allenx]

I am struggling with methods to import data from the web into Excel. I have
scoured the web for advice and find I need to really know more about how
systems interact. I also want to understand where VBA's fucntionality runs
out of gas and ADO, etc. systems begin. Can you suggest a reference that
will cover topics like this and.....

1- How VBA procedures can accomodate web sites with passwords and get to
pages deeper within the site and recover data tables.

2- How VBA can maintain a session to one web site and initiate sessions to
other sites.

3- How VBA can "poll" a web site for data meeting a certain criteria, then
take actions on detecting that criteria.

Thanks.