Get Feeds from a Website

Question

hello i am creating a website that will take feeds from another website (http://forexfeed.net). this web site will provide me current market rates of currency. i will save these feeds in my database. Although this website give an api (http://forexfeed.net/developer/dot-net-forex-data-feed-api) to get the feeds from this site. But the given api is so much confusing. Can some body tell me that is there any easy way to get feeds from a website and save it in database?