Does your SDK/IDE have any tracking/tracing component to 
watch what is going on?  I think MS Visual Studio had a 
error debugger that takes over Dr. Watson on crashes but 
I'm not so sure this problem is detectable as a crash.

The Microsoft DEPENDS.EXE (included in Microsoft Support 
Tools on the Windows OS CDs) program told me WinHTTrack 
needs these:
ADVAPI32.DLL
COMCTL32.DLL
GDI32.DLL
KERNEL32.DLL
MFC42.DLL
MSVCRT.DLL
NTDLL.DLL
OLE32.DLL
RPCRT4.DLL
SHELL32.DLL
SHLWAPI.DLL
USER32.DLL
WINHTTRACK.EXE
WS2HELP.DLL
WS2_32.DLL
WSOCK32.DLL

I put screencaps of Depends showing the DLL versions on my 
Win2k box:
<http://kazemizadeh.net/depends1.bmp>
<http://kazemizadeh.net/depends2.bmp>

I don't know if any of this is useful or not.