Xavier,
I forgot to mention it, I'm using Windows XP and indeed I 
changed the Network settings to use the gateway. In IE I 
changed the connection to never make connection.
I investigated the problem today again (I suppose it was a 
little bit too late yesterday) and found out that the 
problem was ZoneAlarm. ZoneAlarm is installed on my system 
but not active anymore because I have a build-in firewall 
in my router. What I didn't know was that even when 
ZoneAlarm is not active it blocks unknown traffic. As soon 
as I launched it and used HTTrack it asks for permission. 
Now that it is granded it doesn't give any problems 
anymore. So HTTrack is OK, ZoneAlarm is tricky.
Thanks for the quick reply.
Kees.