Download and Paste CSV File into Worksheet, Using Ajax URL?

I'd like to use VBA to automatically download a CSV file and paste it into an existing worksheet, however the file I want to download is Morningstar Key Ratios data, which is normally accessed via an "Export" button on their website. The "Export" button apparently accesses an "ajax" URL (if that's the right terminology for it!?):

http://financials.morningstar.com/aj...cur=&order=asc

This URL (if I simply paste it into a browser) automatically downloads the CSV file (to my Downloads folder). But I don't want/need to save the CSV file; I would like VBA to "intercept" it and paste it into an existing worksheet (in the open workbook that is running the VBA macro). I tried URLDownloadToFile but (since this URL is an HTML page rather than a direct link to a CSV file, I'm guessing) it doesn't work.

So, what is the simplest way (given an "ajax" URL that downloads a CSV file) to download the data and get it pasted into my worksheet? Thanks for any help!

JasperD, just now tried this and I am getting an error. Here is how I set up the first part of my macro (trying to download data for GE as a test):

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When I run the macro, it gets to the .Send line and then generates this error message:
Run-time error '-2147012889 (80072ee7)':
The server name or address could not be resolved

I have the reference for Microsoft WinHTTP 5.1 checked under Tools, References within VBA. If I paste my URLString3 directly into a browser, it downloads the file just fine. What am I doing wrong?

Probably something simple and obvious, but I am too uneducated in VBA to know what it is!

Works fine for me. You don't need the reference. You also don't need .WaitForResponse, but that doesn't cause the error
I can't replicate your problem, so not sure how to help you.