> IN OTHER WORDS: How do you download all internal links on
> the pages of a particular site AND all external sites 
linked
> to those pages

From those pages ? That is, mirror a site and mirror all 
external links (this can potentially be a HUGE mirror!) ?This isn't possible
unless you use filters (scan rules).

This is a bit complex: for example by mirroring the site 
with external depth=1, and then list external references in 
hts-cache/new.txt (excluding the current site, and sorting 
external host addresses + path using commandline 
scripting), and the use "continue an interrupted mirror" 
removing the external depth BUT including the list of sites 
in the list..