object variable or with block variable not set

[sachin123sood]

I am fetching data from net using SHDocVw.InternetExplorer

and repeatedly calling the proc to refresh the data
but while fetching the data in the string using

Dim oIE As SHDocVw.InternetExplorer 
dim spage as string
Set oIE = New SHDocVw.InternetExplorer
sPage = oIE.Document.body.InnerHTML

I am getting the error at line "sPage = oIE.Document.body.InnerHTML"

This is the error I am getting :

run time error '91'
object variable or with block variable not set.

how can i avoid the error or how to handle this error so that I can resume Processing and fetch the next set of data from the web .