Jon Morisi shows how to scrape a website and load the result into a SQL Server table:
Next save this as a csv file.
Now jump into SQL Server Management Studio, drill down to your database (you may want to create a new, empty database for your snarfing), right-click and start the Import and Export wizard, via “Import Data”:
This is the one-off solution. If you need to do it regularly, read up on creating scrapers and use Integration Services to load.