> httrack -r2 www.all.net/bob -* +www.all.net/bob/* 
> +www.all.net/images/* +*.html +*.gif +*.pl
>
> www.all.net/paul/index.html
> www.foo.net/bar.html
> which are also referenced in www.all.net/bob/index.html
> but unwanted.

But you have added a filter +*.html which is telling HTTrack 
to get any and all .html files it can find, so this is 
working as you've defined, no?
Maybe something like this would be better:

www.all.net/bob/
-* +www.all.net/bob/* +www.all.net/*.pl +*.gif +*.jpg +*.png 
+*.css +*.js