Depends what you are using the CD for.  If you are making 
the CD on Windows, and only going to be using it on 
Windows, then you can use the Joliet extensions.  This lets 
you exceed the 8-depth limit of ISO 9660, and the CD will 
work fine.  However, it just won't be usable on non-Windows 
systems.  Most Windows CD-writing software uses Joliet by 
default, and just mentions the 8-depth limit as a "by the 
way" warning, but it should still let you go ahead and 
write the CD.

The problem with limiting the mirror depth with httrack is 
that you'll then only grab part of the website, which is 
presumably then going to be of limited use to you.