Writing Internet Macros

I wish to automate some of our Internet activity so that I can relegate low
priority, information gathering activity to a nightly batch job. This
involves authenticating into secured sites from where we do the gathering.
Kinda like writing screen scraping applications against web browsers, mainly
I.E (sometimes called Internet Macros).

Can this even be done (without having access to the servers which host these
sites) ?
If yes, how should I go about using Ruby (mswin32 1.7.2) ?

Any suggestions will be highly appreciated …

– Shanko