> I'm using HTTrack 3.33 on WinXP Home.
> <http://www.httrack.com>
> 
> I only want files from this site, not from any other
> site.
> In Set Options > Experts Only > Global travel mode
> is set to "Stay on the same address (default)"

The default is to stay on the original site.

> However, I am downloading files from sites such as
> www.gnu.org and www.linux-france.org
> My complete filter is:
> -* +*.txt +*.html +www.httrack.com/*

You said to mirror ALL html files and all includes off site.
Delete your filters and check options -> links -> get non-HTML