> All I want to do is to copy an entire website domain name 
> (eg. www.abc.com ) AND only the first level links 
> (.html, .jpg, .pdf, whatever...) to any other websites. 
> That's all I want. 
> There are too many such links for their corresponding 
> websites to be specified in the scan rules.
> I have been trying for hours and I can't make it work 
> correctly. I set 'external limit =1'. 

1. Set Options / Scan rules:
-* +www.abc.com/*

2. Set external depth to 1

This should do the trick.