> > When you cancel it, previously downloaded html
> and
> > related files are not part of the current mirror.
> > Httrack then deletes them (options -> Build -> Do
> > not purge=unchecked)
> 
> So should I just check this option? 

That will keep them on your machine but it won't help with any future update.
 
> > Stop canceling it. Just Mirror -> Pause.
> 
> If I pause it I'm not able to exit the program and
> continue two days later, right? Then this is not
> quite feasible for me.

why not. Pause it, minimize the window. Come back later.