> Some links contained in it may be unreachable 
locally.
> If you want to get these files, you have to set an 
> upper recurse level, and to rescan the URL.

You have setup a "maximum mirror depth" setting which 
was too small to let httrack parse this file. Increase 
this setting, and this will work.

Generally, you don't have to change the "maximum 
mirror depth", as the default (infinite) setting  is 
not harmful, as the engine also limits the scope of 
the mirror (same domain, lower directory structures)