> I've been trying to mirror the following site all
> afternoon and no luck with the relative url's. 
Because there are NO relative url's on the page. They are all absolute:
href="/Obituaries/Funeral-Homes/Milner-and-Orr-Funeral-Homes/Keeton-Elaine49335"
... img src=http://www.westkentuckystar.com/CMSPages/GetFile.aspx?guid=...
Either add a filter +www.westkentuckystart.com/* or experts diection=both