>    I am mirroring a site containing millions of 
links, 
> but WinHTTrack could only handle less than 100000 
> URLs, I know from the User's Guide that I could use -
> #L option in HTTrack.exe to specify a larger buffer, 
> but in WinHTTrack, this option is not exposed by the 
> interface.

Just type in this option in the URL list, as in:
www.foo.com -#L1000000

All engine options can be added directly in the URL 
box (or in the filters box, BTW)