My idea was, that if one needs to get only certain types of links from certain
types of pages, a nested scan rule would be handy.

Get only pages matching *1 and from these pages only get links matching *2 but
not matching *3

Now, in one scan, this can of course be achieved by 
+*1
+*2
-*3
However this will permit all instances of *1 and *2, not only *2 only on pages
matching *1 right? Or have I totally misunderstood the way the scan rules
work?
But if one should, at the same time, also download pages matching *4 and from
these pages links matching *3 but not links matching *2 no can do right,
because of the -*3 and +*2 previously?
Because sometimes certain types of links are good for download only when they
occur on certain types of pages. This may be the case when file/comment
listings are on different themed pages but the actual call cgi/asp is the one
and the same used for them all. Yes one can do them all by one scan rule set
at one time, but that is such waste of time.

Or am I totally wrong and the scan rules are implemented in a nested fashion
already, so that 
+*1
+*2
will first check everything against +*1 ONLY, and only if a match is found
will the second rule get tested? I wouldn't think so.