I've run into this issue again and again.  I want to download a web site but
I'm also interested any external links (on another host).  However, I don't
want to download the entire other site, just the one page or file (and
associated files).  This might be controled with depth but I want it to
download the entire main site (no depth), and only go one deep on the external
sites.  Is there any way to do this?