> I check the web site itself and it appears to be 
> correct.  I can download the files myself correctly.
> 
> I even though that maybe the website is generating the 
> index.html pages 'on the fly' and itself is 
> occasionally sending out the wrong extension, but I 
> haven't caught it doing that when I check the site 
> directly.  But that doesn't make much sense.

Yes, there is a difference between a link directly to a certain file (eg:
href="/files/test.exe") and a page which dynamically redirects the browser to
a file.

In the first instance, it is obvious to HTTrack what the file is, as it can
just look at the extension (.exe), but the second method can sometimes mess
HTTrack up a bit.

I think this is especially true with links like "/download.asp?fileid=123". 
I'm not sure how the program handles these now-adays..