Arduino responding to Online Data

I want to get started with an Arduino reading data from a website and doing something with it. (For example: receiving a temperature from a weather website like www.weatherbug.com or www.weather.com ... ) I don't have a Wi-fi or Ethernet shield, so I will be accomplishing this through the usb port. With only arduino and processing, is this possible? If not, how is it possible? I have had some trouble finding some sample codes on this topic, so if you have any tips or pieces of code, that would be great! :)

Thanks -duemilanove

Processing comes with an example program (File + Examples + Libraries + Network + HTTPClient) that can connect to a web site and collect data from that site.

You would need to write code to scrape the information you wanted from that site.

Send that scraped value to the serial port, and write some code on the Arduino to read the serial port, and react when data has appeared.

With reasonable programming skills, you could be done in a couple of hours.