I did that too, it speed up download alot.  The only 
problem I had now is after downloading.  It contains 
lots of scripts like:

<script>function dosomething(){}; </script>

where the function trying to access external sites, 
like webtrend.  I think the filters do not have effect 
on these scripts.  It probably requires some filtering 
abilities like those ad removal program

But I'm very happy already.  At least there's an 
offline copy for backup.  Thanks.