> However, when I press cancel, HTtrack doesn't pause
> but it deletes all the files it downloaded.  I
> thought it had resume capability.  Why does it
> delete the files and how can I prevent it?
Pause and resume is not cancel. Cancel means STOP. Use pause.

Any files not longer on a site are deleted (do not purge = unchecked)
When you cancel, everything not yet mirrored are not in your mirror and the
files are deleted.