Код:

URL = "Site.ru"
 
With CreateObject("WinHttp.WinHttpRequest.5.1")
    .Open "GET", URL, False
    .SetRequestHeader "Pragma", "no-cache"
    .SetRequestHeader "Cache-Control", "no-cache"
    .Send : Text = .ResponseText : .Abort
End With

Dim ofs, of, fname, str

Set fso = CreateObject("Scripting.FileSystemObject")
fname = "D:\Результат.txt"

Set of = fso.CreateTextFile(fname, true)

If Err Then WScript.Quit

With New RegExp
.Pattern = "<p>(.+?)<\/p>"
On Error Resume Next
str = .Execute(Text)(0).Submatches(0)
If str <> "" then of.WriteLine str
End With

of.Close