> +*.png +*.gif +*.jpg +*.css +*.js
> I added these options to my command line, and it
> worked ! all the external links to images in the CSS
> are build properly and the images downloaded.

Those are not necessary when you use the near flag (get non-html related =
checked) and that's what you originally posted you did. 
In addition it doesn't work on some site that use patterns like
getImage.php?ID=xx whereas the -n will.
Always post the actual command line (log file line two or doit.log)