Try this:
Code:
Sub Test()
Sheets("Temp").Select
URL = "URL;http://www.metacritic.com/search/all/results?cats[game]=1" & Range("L4").Value
MsgBox URL
With ActiveSheet.QueryTables.Add(Connection:=URL, Destination:=Range("M5"))
'blah, blah, blah
End With
End Sub
This won't make it work any better; it'll just tell you what URL it's being asked to look up, in case there's an error in it somewhere. If the URL still looks right to you, try cutting and pasting it into a browser and see whether it goes anywhere; maybe that'll reveal that the URL isn't valid. That's my suspicion, anyway.