After spending some more time changing options, I've 
managed to get an error instead of the warnings I was 
getting before. Here's an example:

"Error: Read error when decompressing (-1) at link 
www.1001fonts.com/fonts/win/ttf/2585/Bolonewt_Win-TT.zip 
(from
www.1001fonts.com/fonts_overview.html?page=1&view=full&filter=All&category_id=20&sort=font_date)"

If anyone can manage to download the ZIP files linked to 
from the following page using WinHTTrack, I'd REALLY love 
to know how you did it:

<http://www.1001fonts.com/fonts_overview.html?page=1&view=full&filter=All&category_id=20&sort=font_date>

Thanks.