1) Open a junk worksheet
2) Copy that URL into memory
3) Click on the Data tab and select Import From Web
4) Paste in that URL and click GO
5) When the page appears in the popup, click the small arrow that is the whole frame of data you want to import
6) Import into the existing worksheet, the church names will all appear
7) Copy and paste the whole set to another sheet.
8) Repeat with next URL
With some care, you can get each import to drop into the same sheet below the last without having to copy.
When you click on the URL you get when you click on "2" to go to the second page, you discover a much more interesting URL:
I edited the URL to this and got all the churches to appear at once:
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