The term "data mining" is simply trying to pull useful information (be it statistics, etc) from a large body of data. I'm sure you'll find many people who have done this in just about any programming community you go to. So in this vast realm of "data mining" (also lovingly called data munging in some Perl communities) what information are you hoping to discover by using a bot to walk the internet?

ps, for more data munging, i've heard good things about this book