> The HTML Code is <a href="%DCbersicht.html"> but HTTrack  
> label the file Übersicht.html not %DCbersicht.html so the 
> links don't work.

Can't reproduce the issue with IE6 or Mozilla 1.5:

<a href="h%e9h%e9.html"> ... 
points to:
D:\My%20Web%20Sites\xx%20let\linux\_roche\h%E9h%E9.html (IE)
or
<file:///D:/My%20Web%20Sites/xx%20let/linux/_roche/h%e9h>%
e9.html (Mozilla)

.. and the file on disk is named héhé.html

There must be some configuration odditty somewhere - what 
type of OS are you using ? (Windows 9X without unicode 
support, maybe ?)