> Could you please tell me how to over come this
> problem when you work offline...This is the link
> which I am trying to download 
> <http://aei.dest.gov.au/AEI/CEP/Default.htm>


Is your problem that HTTrack has not logged in and captured the files/pages
you want?
Try:
<http://httrack.kauler.com/help/Form-based_authentication>

Or do you just not want any pages to reference the live website?
Use:
Options > Builds > "No external pages"