> This could be changed : I think 
> winhttrack in this situation could just finish the 
> dowloading of active files, but not start new downloads. 

This is what is done when you press "PAUSE" :)

> After that if I click on no, it would restart. If I click 
on 
> yes, then it would shut down. 

Yes, this is the "CANCEL" feature (finishing pending 
downloads, and ending)

You can then continue the mirror using "Continue an 
interrupted mirror" (NOT "Update ..")