You need to add the 3rd parameter to preg_match() to store the matches:
$myfile = file("http://www.mysite.com");
foreach ($myfile as $row=>$data) {
if (preg_match('/MEMBERS_URL="(.*?)" MEMBERS_NUMBER="(.*?)"/',$data, $matches)) {
echo $matches[1];
echo $matches[2];
}
}
Also, it may just be a typo in your post, but you have "MEMBER_NUMBER" in your problem description and "MEMBERS_NUMBER" in your code.