How do I make a link list?

[Gaspode]

I want to be able to search my sites and grab the links that are on them and put them into a database.

I've tried to find something like this all over the web, either I'm looking in the wrong spots, or no-one has developed something like this (something I doubt).

[wsh]

Dont know how to make something like this... i am sure it is possible... but there are programs to grab links off of pages.. such as http://www.linkssuite.com