I just did it with Excel 2000 so you should be able to to it just fine with any version newer than 2000 as well.
Simply select the whole table on the web page (click and hold the left mouse button at the top of the table and drag the cursor to the bottom of the table to select the whole thing), press CTRL-C to copy the selection, open a new spreadsheet in Excel, then press CTRL-V to paste the data into the spreadsheet. Excel will automatically put the data into individual cells based on the layout of the table. It even kept the formatting for the bold text and the green fill background for the year headers.