VBA/MACRO Help: Pull data from multiple Excel files from the Web

[ExcelRookie2000]

I'm a newbie at this. I was tasked to do the following:
I need to create a macro that will allow me to pull specific data in 4 different reports on the web. All links to each report are located on one website. When you click on each link, the file automatically downloads in a temp location ("temporary internet file") on my computer. I then have to open up each file to begin pulling data from it; its in a pivot table format which I then have to filter for specific data points.

Any advice on how to go about doing this?

Any guidance and help would be appreciated. Thanks in advance everyone!