I'm guessing that, by "capture browser clicks", you mean automatically open all hyperlinks on any given page to other pages. Is that right? And, by "capture the data from a particular page", do you mean save the whole page or some portion of the content on a page? If the latter, then how would any such software know what part of a page you would want it to capture?
I'm wondering, what is your objective here? Can you shed some light on that?