When accessing a huge database like Entrez, the first thing is to look on their site for tools that they may have written to help you out - NCBI knows that there are automated things accessing their site and they've done some things to help you which helps them not get their site swamped. I would pay attention to their "rules of the polite road", e.g. heavy loads after business hours EST.

Take a look at Entrez Programming Utilities. These folks have a special URL for automated stuff and they want you to use it rather than "scraping" their normal human URL pages. Read the previous link carefully, look at their Perl code and I think you will have a lot of success there. Oh, of course also look at their PubMed Home Page.