In your WinHTTrack help file, you have Maximum Mirror Depth 
explained thusly:

"Define how deep will the engine seek in the site A depth 
of 3 means that you will catch all pages you have 
indicated, plus all that can be accessed clicking twice on 
any link
Note: This option is not filled by default, so the depth is 
infinite. But because the engine will stay on the site you 
indicated, only the desired sites will be mirrored, and not 
all the web!"

If the URL I provide is level 1, and a double click on a 
link on that page results in a new level, that would be 
level 2.  What is level 3?