I first talked about this program almost a year ago but I never posted it for others to look at and use even though the intention was to make my data tools as free and available as possible.
I have now set up a new Google Code project to host my financial data harvesters and the Regulation SHO harvester has been uploaded. Running it currently requires a few too many dependencies to be very user friendly, but if there is interest I will make a more user friendly version.
You can find it here:
http://code.google.com/p/finance-data-harvester/
Expect more such code + some data analysis soon.
