In the same context, using RC6 now, I get

system httrack -%v%no0p1Br4J80T30R3I0iC1#F2000%L urls.txt -
F <http://pen.physik.uni-kl.de/physlets/> > NUL: failed: 
768 

with urls.txt containing 2000 URLs

It works when setting #F2001 or when deleting the last URL, 
leaving 1999 to process.
It's not the last URL itself, for I tested them all in 
little portions.

I'm using localhost with Apache on Windows 2000.
And now?
Frank