> How can i download website which has link to other
> website..(i want to download both of them)
> 
> Example : i want to download
> <http://hardijma.wordpress.com>, which article link on
> hardijma web is refering to
> <http://auditme.blogspot.com>.

The default is to stay on one site.
If you want all sites options -> Limits -> External depth
If you only want hardijma add a filter +hardijma.wordpress.com/*