> What I want to do is download a site in 2 (or more) 
steps. 
> First step:
> with direcory a and without directory b
> Second step: 
> with directory b and without directory a

What you should do is:
- downloading the site with filters like -www.foo.com/b/*
- use "continue an interrupted mirror" with the previous 
filter removed - this will not redownload the "a" directory

You can't "merge" two projects in one project, however (if 
this is what you wanted to do) - you can only add/remove 
sites in the same project (this is almost the same thing, 
however)