> I believe HTTrack is specially designed for downloading 
> website of user choice.  It becomes very unproductive if 
> one could not stop other websites links from downloading.

Xavier has explained how to do it.  HTTrack by default will 
not get pages from any domains other than the start one you 
specify.  With default filters it will get graphics from 
other domains though.

Again, in simplest, most basic form, here is the best 
method:

URL to mirror:
<http://mywebsite.com/>
Filters:
-* +mywebsite.com/*

Then also ensure under "Expert options" that:
Travel mode = Can go down (default)
Global travel mode = Stay on same address (default)