An Internet gateway server for dynamically loading a database with data extracted from selected header fields and the body of inbound and outbound HTTP messages exchanged between one or more servers and the Web browsers which connect with those servers. The gateway server or "WebJacket" is interposed in the communications pathway between the server(s) and client(s) receiving each of inbound messages from a client and forwarding the received inbound messages to the server(s). The WebJacket extracts a first selected set of data contained in predetermined ones of said inbound messages and storing this incoming message data in predetermined locations in a relational database. The WebJacket further receives, stores and forwards each outbound message from the server(s) and extracts a second selected set of data from the outbound messages. To speed performance, the WebJacket uses multithreaded processes to forward each message to its destination before or while the content of that message is being posted into the database. The specific information to be saved from each message, and the database location where it is to reside, is specified by configuration data accepted from a user in advance of handling the messages. When the message content is not sufficient to uniquely each client that initiated a given request/response exchange, client identification data in inserted into the outbound message in a "set-cookie" header instruction so that all messages to or from a given client may thereafter be identified. The configuration data identifies messages which already include cookie data which is adequate to identify the client.