Try this macro. You must set the following references, via Tools -> References, in the VBA editor:
Microsoft HTML Object Library
Microsoft Internet Controls
VBA Code:
Public Sub IE_Test()
Dim IE As InternetExplorer
Dim HTMLdoc As HTMLDocument
Dim dropdown As HTMLInputElement
Dim searchButton As HTMLDivElement
Dim nextPage As HTMLTableCell
#If VBA7 Then
Dim changeEvent As DOMEvent
#Else
Dim changeEvent As Object
#End If
Set IE = New InternetExplorer
With IE
.navigate "http://anagrafe.cng.it/anagrafe/geometri.aspx"
While IE.Busy Or IE.readyState <> READYSTATE_COMPLETE: DoEvents: Wend
.Visible = True
Set HTMLdoc = .document
End With
Set changeEvent = HTMLdoc.createEvent("HTMLEvents")
changeEvent.initEvent "change", True, False
Set dropdown = HTMLdoc.getElementById("ctl00_ContentPlaceHolder1_ddlCodiceCollegio_I")
dropdown.Value = "AGRIGENTO"
dropdown.dispatchEvent changeEvent
Set searchButton = HTMLdoc.getElementById("ctl00_ContentPlaceHolder1_btnFiltra_CD")
searchButton.Click
While IE.Busy Or IE.readyState <> READYSTATE_COMPLETE: DoEvents: Wend
Set nextPage = HTMLdoc.getElementsByClassName("dxpButton")(1)
nextPage.Click
End Sub