I followed the URL Catcher tutorial:
<http://httrack.kauler.com/help/CatchURL_tutorial>

But when I run my browser,  IE8,  and go to:
TOOLS / INTERNET OPTIONS / CONNECTIONS / LAN SETTINGS

and tick the "Use a proxy server" box
and then copy/paste the Address and Port information from the HTTrack
program,

The address information does not stay in the box!

In other words, I will click the /LAN SETTINGS/ and paste the Address into the
box. I will click "OK" and then immediately re-click the /LAN SETTINGS/ button
to check if the data is still in the box, and now the Address Box is EMPTY!

I can re-enter the Address, but it always goes blank when I re-click /LAN
SETTINGS/.