the first question would be what level of experience do you have with web programming.... we could feed u examples all day, but the truth is if you have NO IDEA what you are doing to begin with then we need to take other considerations when trying to help you
-do you have a database setup?
-what kind of data is on the originating page
-what kind of format is it (xml/rss, html)
-you say u dont wanna save the data, so does the originating data change often... if so you might just use a file cache system that overwrites itself every update
give me some more details and ill try to help you the best i can... examples of what you are trying to work with help too