Maybe it's because the filters are parsed from left to right (and the filters
more to right override the ones on the left). I'd set the following settings:
- depth level - unlimited
- filters sth like -* +*.doc +*.docx (note that the -* is before the *.doc[x]
- otherwise the filters would not work).
Maybe you've provided a wrong link to download and there is some kind of
webpage redirection that prevents httrack from downloading those docs files.