> (and links) do not end with .html. In fact they
> don't have any extension.
Irrelevant. 
Pages do not have to have any extensions and a 'proper' web site shouldn't
even have any, so the site could be changed to another technology and the urls
wouldn't change.
Httrack creates html files with the html extention.

> gets an 403 error  and stops with nothing.
HTTP Error 403 Forbidden Explained -
<http://www.checkupdown.com/status/E403.html>

You didn't have httrack log in to the site.  Form-based authentication -
<http://httrack.kauler.com/help/Form-based_authentication>