You should use the XMLHTTP reference which you should be able to download from Microsoft.
Here's an example about how to use it:
Public Function SendCommand(URLCommand) As String
Dim HttpReq As New MSXML2.XMLHTTP40
HttpReq.Open "GET", URLCommand, False
HttpReq.send
SendCommand = HttpReq.responseText
End Function
You just need to pass the url as a the URLCommand parameter and the function will return the source code.
If the source code is dynamic (such as an ASP page) you will need to also pass a random value querystring parameter together with the URL. Otherwise it will always give you the same source code.