> Is there any way for me to save a single page 
> at a time without downloading thousands of other links??  
> If I have to set filters, how should I set it so that 
I'll 
> download just one page at a time?
If you don't want additional images or files, just use the 
filter:
-*

and if you want to get images, too:
-* +*.gif +*.png +*.jpg +*.css +*.js