> whenever I click on some link within that 
> first page of the site - I get the message 'the page 
cannot 
> be displayed' even that whole site is mirrored and stored 
> on my hard drive!!! Like those pages that are mirrored 
and 
> stored are not linked among themselves!!!

This problem is generally (90%) related to links generated 
on-the-fly by some dirty javascripting embedded in html 
pages, or other java things. 

This could be also robots.txt rules forbidding several 
directories ; but if you checked on the local filesystem 
that files were downloaded, I think it is a javascript 
problem.. quite difficult to solve