First of all thanks for your answer.

No robot.txt rule : I have already tried that. No success. 
Seeing the robot.txt rules, the directory 
<http://www.dvdrhelp.com/images> is not listed. So even 
without this option, all should work fine.

HTTrack seems simply to forget the files located in the 
directory <http://www.dvdrhelp.com/images> whereas they are 
directly referenced in the page I want to hold locally 
(depth 0 or 1). It is very strange that HTTrack can't 
achieve such an obvious task.

Your manual solution is ok for one htlm page. But before, 
it implies to have vizualised before with IE. What if I 
want to download many pages like this one as a future 
reference without systematically vizualised them manually?
Well it is a bit frustating.

Has anybody else ever noticed this behaviour before? Is it 
a bug from HTTrack or a misuse of my own?
Thanks for your answers.

Laurent.