If you follow the export link then it's only one page you need to
copy.

If you want to automate it then (works in 2000 onwards, not sure
about 97):

go to data->Get external data->New web query

then browse to the *export* page of the yahoogroup member list and
choose the radio button for 'tables only'.

Then save the query as an .iqy file.

repeat this process for each group.

Run the query, and XL will open the web data  in a weird format:

-save this file as a tab delimited .txt file.

close workbook

open the .txt file as a comma delimited file with ' as a text
delimiter.

Then just delete the first character in column  A, and the last
character from column I and your done.