latifpatel.t,

There could be many reasons:
The site might have changed; that is, the data are not longer available if the table has changed.
IE has many versions. Some versions will not work on some of the DOM objects.
The simplest solution would be to test the URL manually(Using excel import from Web) and see if the data are still there. If you are getting an error when you try to import then, the site might have changed.
If you could attach a sample excel book, we should be able to test it.