>I only have a problem with URLs of that kind: 
> 
<http://wwwdb.europarl.eu.int/ep5/owa/p_index_mep.memind>
> ex?ilg=EN#A.

First do not include the # when you use an URL as 
starting position

In this case, the problem is clear: the server is 
really stupid and bogus, and needs some hack options. 
Use "tolerent requests" and "use http 1.0" options to 
accept the bogus responses given by the server (god, 
the server is not even able to give correct HEAD 
answers..)