Is it possible to save external resources within base path?Let me explain.

Suppose I want to download <http://mydomain.com/news/> and all it's sub-content,
no parent link.

Now <http://mydomain.com/news/index.html> has external css and images. 
for example <http://example.net/assets/cat.jpg>
Now the folder structure will be:

project_folder
|--example.net
|  |--assets
|     |--cat.jpg
|--mydomain.com
  |--news
    |--index.html

What I want is to put example.net folder inside mydomain.com/news foldel.

Is that possible?I hope I explained what I want. Let me know if any question.

Thanks.