The site simply uses Google and Yahoo APIs to return business information based on key words and location.
To scrape the results to Excel, you can use a web query. Construct the URL and pass it to a web query. For excample the URL structure for the key words "Microsoft Excel" in New York is http://findabusiness.org/search.php?business=microsoft+excel&location=new+york.
To load the web query with the key words and location from Excel cells as well as extracting a section of the page, record a macro when running the web query and modify accordingly along the same lines as the VBA in this post.