> I just started to use v3.42-3 and I am surprised
try 3.43-beta-2 many bug fixes

> that it keeps downloading pageads from
> googlesyndication or other external links. I've been

The default is to stay on the site only.
I assume you haven't set options -> Limits -> External depth

Either you added filters that allow them (e.g. +*.gif allows gif from any
site.)
Or options -> Links -> get non-html = checked.

Alternatively, is it downloading or is your browser while viewing the mirror?
options -> Build -> No external pages