I tried your advice with no luck

1) Always post the ACTUAL command line used:

winhttrack -qiC2%Pn%s%uN0%I0T60R9H0%kf2A25000%f#f -F "Mozilla/4.0 (compatible;
MSIE 6.0; Windows NT 5.0)" -%F "<!-- Mirrored from %s%s by HTTrack Website
Copier/3.x [XR&CO'2013], %s -->" -%l "en, en, *" <http://www.ankman.de/mame/>
-O1 F:\WWW\Ankman

2) Always post the URLs you're not getting and from what URL it is
referenced.

 "Forbidden" (403) at link ankman.tombstones.org.uk/mameroms/1941.zip (from
www.ankman.de/mame/)
 "Forbidden" (403) at link www.ankman.de/mame/pics/1941.png (from
www.ankman.de/mame/)
 "Forbidden" (403) at link ankman.tombstones.org.uk/mameroms/1942.zip (from
www.ankman.de/mame/)
 "Forbidden" (403) at link www.ankman.de/mame/pics/1942.png (from
www.ankman.de/mame/)

 "Forbidden" (403) at link ankman.tombstones.org.uk/mameroms/gunfight.zip
(from www.ankman.de/mame/)
 "Forbidden" (403) at link www.ankman.de/mame/pics/gunfight.png (from
www.ankman.de/mame/)
 "Forbidden" (403) at link ankman.tombstones.org.uk/mameroms/gunsmoke.zip
(from www.ankman.de/mame/)