[newbie] Downloading information from www?

[littlebigman]

Hello,

I'd like to learn to write Windows apps with VisualBasic Express 2008. As my first script, I intend to rewrite a Python script that does the following:

1. Connect to SQLite database
2. Compile a few regex patterns
3. Connect to a www server through a proxy server, POST to authenticate, and receive a cookie
4. From SQLite, SELECT a bunch of records to look up
5. For each record, extracts the columns, and query the www with GET
6. From downloaded page, use regex to extract informations and save into SQLite DB

So, I guess I need the following tools:
- HTTP library with support for proxy, POST, and cookies
- Regex library
- SQLite library

Does .Net/VBXpress2008 provide those by default, or must I add those (in which case: What libraries would you suggest)?

Thank you for any information.