Httrack 3.46.1 on Win 7

I have my project Options, under Limits tab, Maximum External Depth set to
download 0 external sites. But when I download the site, I get lots of files
that are not on the original site. My project contains only one site and this
has happened on multiple projects/multiple sites. 

This is the site: <http://donklipstein.com//light.html>

Am I missing another setting under Options? 

Please help.