Is it your main point "file latest_bg.gif and selectBox.htc don't exist at the
specified addresses thus the 404 errors"? So your proposed solution, I guess,
is to manually right click here and there, instead of using HTTrack.

By "click on the link ", u mean open it in I.E. in the url address or during
running of HTTrack with the threads progress screen?
By "find the files (if they exist) in Internet Explorer cache", u mean I need
to open I.E. with offline option enabled or open the I.E. cache directory
(which window directory I forget)?
Pls advise me D_A brother.. 

Thks for your great guidance all the way to here.