I have a problem every time I try to download with it
telling me it has had a Connect Error (-4).

I searched the boards and at first I thought it was a Proxy
setting problem.  But I have tried smaller sites and they
have mirrored perfectly.

I am trying to capture a large number of very large jpgs. 
The site I am trying to mirror is www.bloodforthebaron.com

This seems to link me to a lycos server.

Is there anything else I should know?  I like this site and
I don't want to ruin its bandwidth or do anything that might
harm the site owner.