It didn't work. If you have any more ideas, or need any more info please let me
know.

Here's the steps I'm taking. I open the page to the login page. I type in my
user and password. Then I setup the browser to point to the proxy for HTTrack.
I click the login button. Then leaving the browser open I have HTTrack start
to download the site. It downloads a few files then dies when all the html
files point back to the login page. I think the problem here is that HTTrack
isn't able to use the same session data as my browser. If HTTrack were to use
the exact session that I started with my browser then I think it could work.