Scraping a web page is fraught with danger, because the page format could change at any time in the future, thus breaking your package. However, keep in mind that html is actually nothing more than xml, and parsing it is a simple matter. There are also libraries available, such as
Html Agility Pack | HAP[
^] that can make your parsing life much easier.
Once you've scraped your file names, download the files, and unzip them in the script task, and then create an importer package to import the data into your database.