What I did was drop the actual URL for each SWF file into a .txt file.

<http://homestarrunner.com/tgs1.swf>
<http://homestarrunner.com/tgs2.swf>
<http://homestarrunner.com/tgs3.swf>
<http://homestarrunner.com/tgs4.swf>
<http://homestarrunner.com/tgs5.swf>
<http://homestarrunner.com/tgs7.swf>
<http://homestarrunner.com/tgs8.swf>
<http://homestarrunner.com/tgs9.swf>
<http://homestarrunner.com/tgs10.swf>
<http://homestarrunner.com/tgs11.swf>
<http://homestarrunner.com/tgs12.swf>
<http://homestarrunner.com/tgs13.swf>

Then under the web address/Add URL button there's a tiny
box called "URL List .txt" put the filename of the above and then turn
WinHTTrack loose and it'll download them.

Is that what you mean ?