Unfortunately, Excel can't cope with some of the more modern authentication systems being deployed on the web, so it's no longer as easy as providing a URL that

Unfortunately, Excel can't cope with some of the more modern authentication systems being deployed on the web, so it's no longer as easy as providing a URL that spits out an HTML table, if you have to protect sensitive data behind a login (I think it can handle HTTP-Basic, but not anything requiring redirects; this may have changed in recent versions).