An interesting link sent by Giuseppe Chillemi for folks who 
have troubles using NTML proxies with httrack:
<http://www.geocities.com/rozmanov/ntlm/>

"WHAT IS 'NTLM Authorization Proxy Server'? 

'NTLM Authorization Proxy Server' (APS) is a proxy software 
that allows you to authenticate via an MS Proxy Server 
using the proprietary NTLM protocol. Since version 0.9.5 
APS has an ability to behave as a standalone proxy server 
and authenticate http clients at web servers using NTLM 
method. It can change arbitrary values in your client's 
request header so that those requests will look like they 
were created by MS IE. It is written in Python v1.5.2 
language. "