> I want to download with the latest version of
> HTTrack the files of the French Bulletin officiel
> des impôts (BOI, in short) which is located at
> <http://alize.finances.gouv.fr/dgiboi/boi2001/boi.htm>

Don't use the levels setting.  Instead, simplest way would be with filters.

Set your start page as:

<http://alize.finances.gouv.fr/dgiboi/boi2001/boi.htm>

Then set your filters to:

-* +*.jpg +*.gif +*.png +*.css +*.js
+alize.finances.gouv.fr/dgiboi/boi*