> Finally I managed to compiled a version of WinhTTrack 
> under VC.NET, (VC7). 
> Warning: no document names in string for template #128.

Darn.. I'm sorry but I have no clue for that.. I'll have to 
find a VC7 installed somewhere and try. I remarked that 
some MFC macros were quite different ; this might be that?
> Warning: failed to load menu for CFrameWnd.
> Detected memory leaks!

Humm.. I hope they did not do nasty things with MFC classes 
backward compatibility

> What could be the problem?  seems setup issue.

No idea :(

> If you send me email, I can send you the report on what I 
> have changed on the code.

Yes, please do so (roche@httrack.com)
I'll have to compile on VC7 one day anyway