1) Always post the command line used (or log file line two) so we know what the
site is, what your settings are, etc.
2) Always post the URLs you're not getting and from what URL.
3) Always post anything USEFUL from the log file.
4) If you want everything use the near flag (get non-html files related) not
filters.

> There are two options affect this issue:
> 1. 'Links' - 'Get non-HTML files related to a link,
> eg external .ZIP or Pictures', maybe you should
> uncheck it.
> 2. 'Scan Rules', you can forbid the domain by
> '-<domain url>/*'

The default is to stay on site only. No external files are downloaded.
5) Remove the near flag.
6) Unless you added a filter allowing external files there shouldn't be any.
See #1