I tried the link you gave: 

www.davemcnally.com/Lyrics/PinkFloyd/

and received no such error. I did not finish downloading 
since I was just checking the site for the error message but 
when I clicked on the index created by HTTrack I was able to 
view some of the lyrics that had been downloaded. Also I had 
set up no "Scan Rules" for the site.