After few second of downloading appears a message box containing the following
message:

*** MIRROR ERROR! ***
HTTrack has detected that the current mirror is empty. If it was an update,
the previous mirror has been restored.
Reason: the first page(s) either could not be found, or a connection problem
occured.

=> Ensure that the website still exists, and/or check your proxy settings! <=

Does anyone explain to me the reason? The site does exist!