Disclaimer: I am not an expert/advanced user. 

> I have too many random disconnects.

You might want to try storing all file in cache in the settings and see if it
helps in resuming from <http://www.httrack.com/html/step9_opt9.html>


From <http://www.httrack.com/html/step9_opt6.html>
Please try
Update Hack
Tolerant Request
and only after you tried everything else in this post, "Force old HTTP" as it
might potentially worsen the situation.


> How can I download ALL *.png and *.gif and *.jpg from a website from all
directories.

These files are usually added as default. If you only want these files only, I
believe you might want to set it like

-*
+yoursite.com/*.png 
+yoursite.com/*.gif 
+yoursite.com/*.jpg

From Options: <http://www.httrack.com/html/step9.html>

Please click on "Scan Rules" Tab,
and follow on
basic:
<http://www.httrack.com/html/step9_opt4.html>
advanced:
<http://www.httrack.com/html/filters.html>

 
> In some cases I have to specify a directory, because
> if I start from the root, I get a timeout or an
> error.

In case the site feels overloaded, you might want to try:
From: <http://www.httrack.com/html/step9_opt2.html>

Max connections / seconds
1

and from: <http://www.httrack.com/html/step9_opt3.html>
Number of connections
1

TimeOut
120

Retries
5



> What would be the most efficient 

I have tried to help above, not sure if it is the most efficient

> and "Correct" way
> to download a couple of different file formats
> images from a website from ALL directories and avoid
> an error.

The following is a good read for successful completion of website mirror
jobs.
<http://www.httrack.com/html/abuse.html>