> As many people reported, I have also had problems with
> websites using cookies, so I performed some tests using
> the page <http://privacy.net/> cookies/ to see how HTTrack

I did the following:
- Add URL / Capture URL
- Set the proxy settings according to what was indicated
- Launched the mirror

.. and I got a cookie

privacy.net	TRUE	/	FALSE	1999999999
	cookie	Oatmeal%5Fmilk


> I made sure Cookies were enabled and that there would be
> only one connection at a time. Well, for the first URL,
> the cookie was there, but not for the second one. I did
> not find any cookie.txt file in my project folder either.

Beware! httrack will fetch these two urls simultaneously, 
and you won't get the cookie for the second url

I also tested the first URL (http://privacy.net/cookies/ 
default.asp?cookie=Oatmeal&now=Get+a+Cookie%21), and also 
got a cookie.txt:
privacy.net	TRUE	/	FALSE	1999999999
	cookie	Oatmeal

> Is there something I am missing here? Or is there a bug
> in HTTrack?
Well, I don't understand why you did not get any cookie 
(yum) ; any specific option specified during the mirror?