Possibly, but I don't think HTTrack will do it for you.

Turn HTTrack loose on the page with the 1000 links. After a minute or two,
kill the download. You should have a 10, 20 or 50+ pages.

I think you can go in a use the DOS COPY command to append all the target
files together into one big file.

From DOS COPY command...
Appending files

To append files, specify a single file for Destination, but multiple files for
Source (using wildcard characters or file1+file2+file3 format).

I'd test it with 10 or less files to begin with (just delete the rest) and
then see if it's something you want to try with more files.

More info on DOS COPY
<http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/copy.mspx>