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Any info on How Query Table work internally?

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Hello Friends

Q1) I want to know how Excel internally handles web query and exactly how it brings about its own internal browser-look alike window (one
with that green ticks marker)

Q2) Besides creating msxml2.xmlhttp objects, there are also examples of VBA code that use SHDocVw.InternetExplorer. I am able
to add reference to xmlhttp object thru Tools->References in VBA but same approach is not working for SHDocVw. What needs
to be done so that I can clear compile error for following statement
Code:

Dim ie As New SHDocVw.InternetExplorer
Q3) I am prepared to write Excel Add-in in C++ if required.

Q4) Has anyone attempted to access site http://www.nseindia.com/live_market/...optionKeys.jsp.
It is a public domain site that shows scrips in derivatives market but access stops working after about a week. I have approached NSE
for resolution.

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