what kind of content? do you have to do it in real time? if not, you can save the page in a html file, add some javascript to get the contents with DHTML, and then generate suitable SQL statement, and run them in your SQL query tool
if you have to do it programmatically, use HttpWebRequest/HttpWebResponse classes in System.Net to retrieve the content, see
http://www.west-wind.com/presentations/dotnetWebRequest/dotnetWebRequest.htm
then use regular expressions with classes in System.Text.RegularExpressions to parse the content and save them using ADO.NET classes