Assuming you want to automate a data entry process, i.e. you have a file with records containing data you want to enter, you would use a programming language like C++, VB, VFP, etc. to create an executable that uses automation to create an instance of IE and control it using the Document Object Model (DOM). I've done it a few times using Visual Foxpro. It's labor intensive to develop in that you have to determine in advance the names and IDs of the fields you want to populate as well as the submit button(s). Then you have to handle the navigation both to the form page and from it (i.e. where it goes after you programatically click the submit button.
And then every time the site's owner changes the form, your program will have to be adjusted accordingly.
But if you have massive amounts of data to enter, it's very fast - my executables can enter records into a form at a rate of about 2000-3000 per hour.
If you want something simpler like a keystroke recorder/player, there are lots of those around. You should be able to find something using Google.
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