Thank you for your response Chuck.
After receiving your reply I tried again with no rules and 
still getting the same message:
11:58:46 Warning:  File has moved from 
www.davemcnally.com/Lyrics/PinkFloyd/ to <http://localhost/>
11:58:46 Info:  No data seems to have been transfered 
during this session! : restoring previous one!

I am using HTTrack3.30+swf with my Firewall turned off and 
still can't get those lyrics downloaded. I have read and 
tried almost all the suggestions given in this forum and 
still no joy. I have no problem with copying other sites 
though ! What am I doing wrong ?
Thank You again for your help.