> say     AAA.bb.com/~abc/ 
> and only copy anything after  ~abc/.. 
> and don't go anywhere else like   CCC.bb.com/... or 
> even don't go at AAA.bb.com/~def etc. i tried many 

Use filters, such as:
-* +AAA.bb.com/~abc/*

> oh and what would be the case when i just want it to 
> stay on   AAA.bb.com/.....everything but don't go at 
> CCC.bb.com/.

-* +AAA.bb.com/*

Filters allow you to do really what you want - 
example: downloading everyting at AAA.bb.com/~abc/.. 
and images at ???.bb.com (AAA.bb.com, BBB.bb.com and 
so on) ; plus all images called 'rose???.gif' 
except 'rose123.gif':
-* +AAA.bb.com/~abc/* +*.bb.com/*.gif +*.bb.com/*.jpg 
+*.bb.com/*.png +*/rose*.gif -*/rose123.gif