If my boss expected me to manually enter 3K addresses into a system, the first thing I'd do is quit. Really.
Certainly Perl is a great tool for just this sort of thing. But if the information you're trying to access is already on some website, it's probably stored in a database. If you can get someone to give you an extract of this database, you've eliminated most of your work already. All that would be left to do is import the data into Outlook. Is this a possibility you've looked into?
If that's not feasible, I would look at some tutorials, grab a copy of merlyn's Learning Perl and cobble something together with the help of:
Hope this helps.