A typical example of how this might be useful would be monitoring a page containing stock quotes, so that whenever there is a change in bid for that particular stock you're interested in, you will be notified by email or a text message to your mobile phone.
The system runs on a group of servers with a high speed Internet connection. Files are continuously downloaded, limited only by the available bandwidth. The system is highly efficient and stable - it runs for months completing millions of downloads and processing all those files without being shut down.
My job on this project was making components that download files and parse them to identify what particular parts of the page have changed since the last download. Various Microsoft components are used extensively in this package. The complete system includes other server components as well as client software.