Need help with taking data from 15,000+ files and storing it in 6 CSV files

I would like to create a DB of baseball players and their stats. I have about 15,000+ files, one for each player. Each file is an SHTML file and has stats for player in about 6 sections, each section having about 20 columns and each row for every year they played or appeared in a game.

What is the best way for me to import these files and stats in to about 6 CSV files, one for each section, or an Access DB? MS Access does not recognize SHTML files as valid html files. Is writing a VB program my only hope? I not good with writing my own programs but do understand code and will learn on my own if pointed in the right direction.

Here is what one of those 15,000+ files looks like: http://www.baseballprospectus.com/dt/cobbty01.shtml