If you're doing this interactively, most browsers will format tables as TSV when they're selected and cut. Pasting this into the clipboard dialog of Refine's project creation dialog will allow you to import the data as TSV.
If you've got a bunch to do or need to do this repeatedly, I'd use Google Spreadsheet's importHtml(url,"table",N) function which will fetch the Nth table on the given page. Refine can import directly from the resulting Google Spreadhsheet, so you can skip the export step.
If you just wanted little bits of information from lots of different tables, you could use "Add column by fetching URL" and then hand parse the interesting data out using Refine's parseHTML() with the necessary CSS selectors, but that would be pretty painful and not recommended.