I have coded dat file using 
"c:\Program Files\WinHTTrack\WinHTTrack"
-qwC2%Ps2u1%s%uN0%I0p3DaK0H0%kf2A25000%f#f -F "Mozilla/4.5 (compatible;
HTTrack 3.0x; Windows 98)" -%F "<!-- Mirrored from %s%s by HTTrack Website
Copier/3.x [XR&CO'2005], %s -->" -%l "en, en, *" <http://www.yahoo.com> -O
"C:\My Web Sites\yahoo,C:\My Web Sites\The yahoo" +*.png +*.gif +*.jpg +*.css
+*.js -ad.doubleclick.net/* -%A php3,php,php2,asp,jsp,pl,cfm,nsf=text/html )

Please help. I did not understand where is the problem.