Well I do not give up very easily and found out how to get the intellisense.
I need to declare a variable as an HTMLDocument
I have the code below in case anyone comes by this thread and wanted the solution.
Code:
Sub IntellisenseExper()
Dim HTDoc As HTMLDocument
Dim ie As New InternetExplorer
ie.Visible = True
ie.Navigate ("http://www.yahoo.com")
Set HTDoc = ie.Document
HTDoc.getElementsByClassName
End Sub
Thanks to all that checkout this thread I'm glad I was able to find the answer.