I want to thank you for answering it.
Sorry for not giving additional information... 
I'm not at home right now but I can give you some in advance.

> define "some"
A very specific part. Not ALL of them.


> all links on the page are absolute ones. HTT default
> is to go down only, so it won't go up and mirror the
> videos page for example. Add a filter authorizing
> just txt files: +*.txt

> And didn't post one. Always post the command line
> used (log file line 2 or doit.log) so we know what
> you did.

+*.txt won't "work"...
the website brings thousands of bands... if I simply put +*.txt it will
download ALL TXT from the domain... that's not the objective.
What I mean is that the SPECIF .TXT I want are linked inside each song's page.
But they're not hyerarchical below them.

Trying to make it more clear... the song's page is something like:
domain.com\chords\REM\losingmyreligion.html
and the .TXT:
domain.com\txt\#number#\losingmyreligion.txt

I cannot simply start downloading all TXT 'cause I can't control which I'm
downloading. I have to download ONLY the TXT found inside the song's page,
which is found inside the band's page.

Bringing the real life example back:

<http://pegacifras.uol.com.br/cifras/rem/>
That's the band page. It's my "start point". There you can access all R.E.M.
song.

<http://pegacifras.uol.com.br/cifras/rem/losing-my-religion_24108.html>
That's one song's page found on previous link. As you can see it's located
hierarchically below the band's page. It's easy to reach it thru HTT.

<http://pegacifras.uol.com.br/baixar-violao/24108/losing-my-religion.txt>
That's the file I wanna catch and download. It's linked inside the song's
page, but it's not hierarchically below it.

I know it sounds easy as you read. It also did to me when I started trying.
Maybe it's easy indeed and I cannot see where I'm making mistakes.

Some filters tried:

-* +*.txt

-* +[string part of URL:"baixar-violao"] (sorry, can't remember it's sintax)

+http://pegacifras.uol.com.br/baixar-violao/*.txt

And I have also tried a lot of parameter values in "Advanced Users" tab.

If you want to give it a try, use R.E.M. link
provided(http://pegacifras.uol.com.br/cifras/rem/).. The correct would be
something like 30 .TXT files.

And thank you again for sharing your time helping me.