<p>Please advise how to scrape AJAX pages.</p>

Depends on the ajax page.  The first part of screen scraping is determining how the page works.  Is there some sort of variable you can iterate through to request all the data from the page?  Personally I've used
Web Scraper Plus
for a lot of screen scraping related tasks because it is cheap, not difficult to get started, non-programmers can get it working relatively quickly.
Side Note: Terms of Use is probably somewhere you might want to check before doing this.  Depending on the site iterating through everything may raise some flags.