> <http://www.cnn.com/tech/>
This requests a directory. Whither you get a directory listing or a (unnamed)
file depends on the site configuration.
 
> When I copy the site using HTTrack, the links for
> the copied pages is in this format:
> 
> <http://www.cnn.com/tech/index.html>
This is a request for a file. A mirror is a collection of files, not a copy of
a web server. So you can not have a working link in a file of the first type.

> Is there a way to keep the original site's link
> structure, including the links in the copied pages?
The structure on disk is controlled by options -> build -> Local Structure
Type
The links in the files are controlled by options -> Experts Only -> Rewrite
links