> I want to download the whole entire of website with all 
> depths but this website has more than 300 links to 
> different websites and I want just click this link not to 
> download these sites
> note (I can't know all these links to use filters)

Well, I don't exactly understand what you want to do -- but 
anyway the best solution is IMHO to use filters:

Set Options / scan rules

and then, define rpecisely what you want to download:
-* +www.foo.com/bar/* +www.foo.com/bar2/* +www.bar.com/*

and so on..