Here's what I want to do.

I want to download www.cnn.com/index.html and its 
associated images and one level of its html links and 
associated images. So, I can read the index and all its 
stories w/o accessing the internet.

I checked the "Get non-HTML files related to a link" 
option and used a Maximum mirroring depth of 2. The 
images on the 2nd level of links did not download. I 
set the Maximum mirroring depth of 3, and then, the 
images downloaded, but I got a huge number of 3rd level 
html files.

Therefore, I suggest a "Get 1 additional level of 
non-HTML files related to a link". This way you can get 
all images on a 2nd level link w/o getting 3rd level 
html files.

Daniel