@Lost_Gary
The page is in HTML so I fear you'll have to parse the result.
On the positive side: The links to all the different pages (A, B, C,...) are easily accessible in the code so once you've got the parsing of the first A page working, you should be able to just iterate over all the links using the same HTTP request and parsing code.
And just as a thought: If that's a one off then it's eventually much easier to just copy/paste the tables into a text editor and then use a simple data step infile/input statement reading in orthogonal tab delimited data.