> With 'Limits > Maximum mirroring depth' and 'Limits > 
> Maximum external depth' set to their default values, 
which 
> should have been infinite and zero respectively, I am 
> preplexed as to why WinHTTrack treated 'Limits > Maximum 
> external depth' as infinite in one update I performed. 

This shouldn't be. But there are default filters which may 
be problematic (+*.gif and others) -- see 'Set 
options' / 'Scan rules', and erase the default filters

If the problem still occurs, please provide more details 
(which URLs are bogus)