Xavier, you may remember I made an HTTrack test page
(http://kauler.com/misc/httrack/). I ran it against the beta and you may be
interested in the results. See comments marked "v3.40-BETA-3"

It seems that if a link to an image returns 404 then it is rewritten as
"<filename>.html" (pointing to a non-existant page unless option "No error
pages" is off then those <filename>.html files are created).

This is different behaviour than previous versions (and still not the problem
I have been intermittently having with perfectly fine .gifs in my CSS being
rewritten as .html - have not been able to replicate 100%...) and although not
wrong, per se, might be reconsidered to take into account the "No error pages"
option so that images (and other filetypes) retain their original extension
when no local error pages are generated.