tec4 - 4:48 pm on Jul 12, 2012 (gmt 0)
Basic logic of it is that you are going to need to create a table on your local server with the same field/column names your feed has. Then you need to query the feed to retrieve the data...make sure you are only selecting the fields/columns you have in your local table.
Once you've done your query, you can loop through the results and write them to a text file or csv. Once you have the info stored locally, you can grab the info and import that into your DB.
A bit hard to grasp...took me awhile to get my head around it, but hope that pointed you at least in the right direction.