Loads of unwanted external folders seem to appear, and if I leave the job
running, it never seems to finish.

For example, within the project folder I'm seeing folders called
www.paypal.com, www.myblueday.com, www.nutrition.org, www.picosearch.com,etc. 



The biggest thing is that I'm trying to make sure I get links from the
www.exrx.net/WeightExercises directory.

Can you tell me how to do this without getting the extra folders/links?