Well as far as use policy goes, do check. When I run automated scripts, I do it at night during low load times. And I often put in a sleep() after some number of requests to slow things down.
One thing to investigate is whether or not this site provides the information that you need in an easier format than web pages? Many big sites do that. Some sites I use actually have a separate URL for automated requests and even provide tools to use their more efficient computer to computer methods.
On the other hand, this site has "bandwith to burn". I don't think that they will notice 5,000 pages. But do testing with a small set of pages.