2003 Macro is not running fine in 2010 why?

I have tested it in excel 2010 and it works.
Yes, it is not returning a table. As I said, the site might have changed.

You need to get rid of naming your sheet with index nos. The error is more unlikely to be connecting to the site.

Sub Macro2()
a = 1

While Sheets("Sheet1").Cells(a, 1) <> ""
    urladdress = "URL;" & Sheets("Sheet1").Cells(a, 1).Text
    
    With ActiveSheet.QueryTables.Add(Connection:= _
        urladdress, Destination:=Range( _
        "$A$1"))
        .Name = Right(Sheets(1).Cells(a, 1).Value, 80)
        .FieldNames = True
        .RowNumbers = False
        .FillAdjacentFormulas = False
        .PreserveFormatting = True
        .RefreshOnFileOpen = False
        .BackgroundQuery = True
        .RefreshStyle = xlInsertDeleteCells
        .SavePassword = False
        .SaveData = True
        .AdjustColumnWidth = True
        .RefreshPeriod = 0
        .WebSelectionType = xlEntirePage
        .WebFormatting = xlWebFormattingNone
        '.WebTables = "1,""wedstrijdTable2"""
        .WebPreFormattedTextToColumns = True
        .WebConsecutiveDelimitersAsOne = True
        .WebSingleBlockTextImport = False
        .WebDisableDateRecognition = False
        .WebDisableRedirections = False
        .Refresh BackgroundQuery:=False
    End With
Range("a26").Copy Sheets(2).Cells(a, 1)
Range("b26").Copy Sheets(2).Cells(a, 2)
Range("a27").Copy Sheets(2).Cells(a, 3)
Range("b27").Copy Sheets(2).Cells(a, 4)
Range("a28").Copy Sheets(2).Cells(a, 5)
Range("b28").Copy Sheets(2).Cells(a, 6)
Range("a29").Copy Sheets(2).Cells(a, 7)
Range("b29").Copy Sheets(2).Cells(a, 8)
Range("a30").Copy Sheets(2).Cells(a, 9)
Range("b30").Copy Sheets(2).Cells(a, 10)
Range("a31").Copy Sheets(2).Cells(a, 11)
Range("b31").Copy Sheets(2).Cells(a, 12)
Range("a32").Copy Sheets(2).Cells(a, 13)
Range("b32").Copy Sheets(2).Cells(a, 14)
Range("a33").Copy Sheets(2).Cells(a, 15)
Range("b33").Copy Sheets(2).Cells(a, 16)
Range("a34").Copy Sheets(2).Cells(a, 17)
Range("b34").Copy Sheets(2).Cells(a, 18)
Range("a35").Copy Sheets(2).Cells(a, 19)
Range("b35").Copy Sheets(2).Cells(a, 20)
Range("a36").Copy Sheets(2).Cells(a, 21)
Range("b36").Copy Sheets(2).Cells(a, 22)
Range("a37").Copy Sheets(2).Cells(a, 23)
Range("b37").Copy Sheets(2).Cells(a, 24)
Range("a38").Copy Sheets(2).Cells(a, 25)
Range("b38").Copy Sheets(2).Cells(a, 26)
Range("a39").Copy Sheets(2).Cells(a, 27)
Range("b39").Copy Sheets(2).Cells(a, 28)
Range("a40").Copy Sheets(2).Cells(a, 29)
Range("b40").Copy Sheets(2).Cells(a, 30)
Range("a41").Copy Sheets(2).Cells(a, 31)
Range("b41").Copy Sheets(2).Cells(a, 32)
Range("a42").Copy Sheets(2).Cells(a, 33)
Range("b42").Copy Sheets(2).Cells(a, 34)
Range("a43").Copy Sheets(2).Cells(a, 35)
Range("b43").Copy Sheets(2).Cells(a, 36)
Range("a44").Copy Sheets(2).Cells(a, 37)
Range("b44").Copy Sheets(2).Cells(a, 38)
Range("a45").Copy Sheets(2).Cells(a, 39)
Range("b45").Copy Sheets(2).Cells(a, 40)
a = a + 1
Sheets("Sheet1").Cells.ClearContents
Wend
End Sub