> The 1st time I mirrored the site; it was later
> cancelled. Later, I chose 'continue'. This completed
> soon enough but I suspected lots of files not
> downloaded yet.
Download/Cancel/Continue works fine, But Update/Cancel does not. If you
cancel, all not completed files will be redownloaded.

> The next time, I chose 'update'. This also completed
> relatively quick. I right clicked on the folder for
> 'properties'. The size of the folder is smaller, and
> the number of files and number of folders are lesser
> than before the update. 
Files no longer referenced are purged by default (Do not purge = unchecked.)
If you try to update while offline, all files are deleted. If there is a
glitch and retries are exhausted same result. (I always run with Timeout=30,
Retries=9)

> Is it possible that not all files are downloaded
> still? Is this a very real possibility?Sure. Update again. Update is fast
(except when the html goes into single connection 'mode'.)