> I want to download the page (not the site)
> <http://profeblog.es/blog/alfredo/curso-de-programaci>
> on-en-c/, and I want it to also download some of the
>
> Whatever rule I try, it
> (curso-de-programacion-en-c/index.html) just will
> point to the link
> (http://profeblog.es/blog/alfredo/2008/01/24/%C2%BFp
> rogramar-un-ordenador-es-tan-dificil/) on Internet,

The default is to only go down.
alfredo/curso/index.html
alfredo/curso/...
but you want
alfredo/2008....
Either you can set options -> Experts -> Travelmode = both 
or try adding a filter +*/alfredo/2008/01/24/*