If I understood correctly, the "Mirroring Depth" applies to every link on the
batch, including the external ones.

So, if I set "Maximum External Depth" to 1, but sets "Maximum Mirroring Depth"
to 0 (infinite), I'm totally screwed if one of the pages I'm mirroring links
to a YouTube video!

The websites are not hierarchical anymore. The dynamic sites based on PHP or
some other engine are messy to deal with, as we can't rely on the URL to infer
the structure to be downloaded.