> In my pages almost all links follow to intermediate pages
> returning HTTP Code 302 (Moved Temporarily) which then
> reloads to target pages.

Weird..

> But in mirror created with WinHTTrack only a few pages
> are made with that schema (loading intermediate page,
> then reloading to target pages). All other pages
> are made as direct links to target pages.
> Anyone can tell me why?
Yes, because httrack, when encountering "unknown" types 
(such as .cgi, .pl ..), will issue a first "type test" 
(HEAD request). If a 302 error occurs, httrack directly 
changes the link name. 

For regular "known" files (.html, .php..), httrack will 
only "see" 302 redirects once the page is fetched, after 
the link was generated in the parent page - which will 
require an "intermediate" page to be generated.