Here's some code to get you started. I believe you already have code for querying websites and retrieving content from them.
Code:
Sub Demo()
Application.ScreenUpdating = False
Dim iShp As InlineShape
For Each iShp In ActiveDocument.InlineShapes
With iShp.Range
If .Hyperlinks.Count = 1 Then
.Hyperlinks(1).Address = Replace(.Hyperlinks(1).Address, "about://", "HTTP//")
End If
End With
Next
Application.ScreenUpdating = True
End Sub